Equality constraints not respected in optimal solution
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Our problem contains several equality and inequality constraints. Surprisingly, some of the equality constraints are not respected in the optimal solution and at the same time, the slack values of these constraints are displayed as zero or close to zero.
How can we solve this issue?
Some background information: We solve a problem and then add further constraints dynamically (using gurobipy). After each iteration, the model is updated and exported (LP file) for debugging purposes. Therefore, we know that all relevant constraints are in the model and mathematically correct. But at some point the solver does not respect all constraints anymore.
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Hi Lorenz,
Can you provide some more detail around your model and what "not respected" means?
* Are there constraint violations reported in the log file?
* How badly are these constraints violated?
* What type is your model? LP? MILP? MIQP? MIQCP? MINLP?
* Are the constraints that are violated linear? Or are they non-linear, or perhaps general?
* Does your model contain General Constraints?- Riley
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