meaning of "minrelax" in function "feasRelax"

Answered

Yang Yue

December 07, 2019 09:36

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In 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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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  December 06, 2024 00:51

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Silke Horn

  • Gurobi Staff

  December 30, 2019 08:45

  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.

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