Return Infeasible Constraints MIP Start

Answered

Rick Hoving

May 24, 2023 14:29

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Hi,

I'm working on a MIP optimization problem with a rolling forecast and machine learning forecasts for supply. I want to use the prior solution for certain variables of the day before, but sometimes supply might've dissappeared or been incorrectly predicted.

As such, certain variables can now violate the new constraints. I want to change these variables to 'GRB.UNDEFINED' before the optimization starts. Is there a way I can compile a list of constraints that result in an infeasible solution for the Start values given. The same way computeIIS would do? So that I can loop over the variables affecting the constraint and change them?

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  Maliheh Aramon

  • Gurobi Staff

  May 24, 2023 19:50

  Hi Rick, 

  Thank you for contacting us! Since you have a commercial license with us, we converted your post into a ticket and we will get back to you via our Help Center.

  Best regards,

  Maliheh

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