Feasibility Relaxation Objective

Type: Selection

Range: The settings listed below

Default: Sum of violations

This option will set the objective for the minimum cost relaxation performed by FeasOpt (CPLEX) or FeasRelax (Gurobi).

The weights are the the violation penalty values that are provided to the Mathematical Program.

• For ‘Sum of violations’, the objective of the feasibility relaxation is to minimize the weighted sum of the constraint and bound violations.

• For ‘Sum of squared violations’, the objective is to minimize the weighted sum of squared violations.

• For ‘Number of violations’, the weighted number of relaxed constraints and bounds is minimized.

Possible values are:

• Sum of violations

• Sum of squared violations

• Number of violations

Note

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

Learn more about

• Infeasibility analysis (Language Reference)

• Feasibility Relaxation

• Feasibility Relaxation Optimize Original Objective