Feasibility Relaxation Optimize Original Objective

Type: Selection

Range: The settings listed below

Default: Off

This option determines whether FeasOpt (CPLEX) or FeasRelax (Gurobi) should optimize the original objective, after finding a minimum cost relaxation.

If the option is set to ‘Off’, FeasOpt or FeasRelax will return a solution that minimizes the cost of the violations.

If the option is set to ‘On’, FeasOpt or FeasRelax will optimize the original objective, among all solutions that minimize the cost of the violations.

Possible values are:

  • Off

  • On

Note

This option is only relevant if the option Feasibility Relaxation is set to ‘Advanced’.

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