meaning of "minrelax" in function "feasRelax"
AnsweredIn documentation of function "feasRelax" https://www.gurobi.com/documentation/9.0/refman/cpp_grbmodel_feasrelax.html , it said that
" If minrelax=true
, optimizing the returned model finds a solution that minimizes the original objective, but only from among those solutions that minimize the cost of the violation."
However, I am confused. If there are two solutions s1 and s2, and violationcost(s1) < violationcost(s2), objective(s1)>objective(s2). Which solution will be picked by feasRelax when minrelax=true?
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With
minrelax=true
, Gurobi will first minimize the cost of the violation and then among those solutions with minimal violation return the one that minimizes the original objective. So in your example, it will pick s1 over s2 since the cost of the violation is smaller.0
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