Feasibility Relaxation Optimize Original Objective

Type

Selection

Range

The settings listed below

Default

Off

This option determines whether FeasOpt (ref:SolverCPLEX) or FeasRelax (GUROBI) should optimize the original objective, after finding a minimum cost relaxation. Possible values are:

  • Off

  • On

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.

Note

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

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