The Math Program Inspector

In this chapter you will find the description of an extensive facility to analyze both the input and output of a generated optimization model. This mathematical program inspector allows you to make custom selections of constraints and variables. For each such selection, you can inspect statistics of the corresponding matrix and the corresponding solution. The main purpose of the math program inspector, however, is to assist you in finding causes of infeasibility, unboundedness and unrealistic solutions.

Acknowledgement

The design and contents of the math program inspector is strongly influenced by the papers and contributions of Bruce A. McCarl on misbehaving mathematical programs. The example in the last section of this chapter is a direct reference to his work.

• Introduction and motivation
• Functional overview
  • Tree View Basics
  • Advanced Tree Manipulation
  • Inspecting Matrix Information
  • Inspecting Solution Information
  • Performing Analysis to Find Causes of Problems
• A worked example
  • Model Formulation
  • Investigating Infeasibility
  • Investigating Unboundedness
  • Analyzing an Unrealistic Solution
• Bibliography