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Model.feasRelaxS()
feasRelaxS ( relaxobjtype, minrelax, vrelax, crelax )
Modifies the Model object to create a feasibility relaxation.
Note that you need to call
optimize
on the result to compute the actual relaxed solution. Note also
that this is a simplified version of this method - use
feasRelax
for more control over the relaxation performed.
The feasibility relaxation is a model that, when solved, minimizes the amount by which the solution violates the bounds and linear constraints of the original model. This method provides a number of options for specifying the relaxation.
If you specify relaxobjtype=0, the objective of the
feasibility relaxation is to minimize the sum of the
magnitudes of the bound and constraint violations.
If you specify relaxobjtype=1, the objective of the
feasibility relaxation is to minimize the
sum of the squares of the bound and constraint violations.
If you specify relaxobjtype=2, the objective of the
feasibility relaxation is to minimize the total number of
bound and constraint violations.
To give an example, if a constraint is violated by 2.0, it would
contribute 2.0 to the feasibility relaxation objective for
relaxobjtype=0, it would contribute 2.0*2.0
for relaxobjtype=1, and it would contribute 1.0 for
relaxobjtype=2.
The minrelax argument is a boolean that controls the type of
feasibility relaxation that is created. If minrelax=False,
optimizing the returned model gives a solution that minimizes the cost
of the violation. 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.
Note that feasRelaxS must solve an optimization problem to
find the minimum possible relaxation when minrelax=True, which
can be quite expensive.
Note that this is a destructive method: it modifies the model on which it is invoked. If you don't want to modify your original model, use copy to create a copy before invoking this method.
Arguments:
relaxobjtype: The cost function used when finding the minimum cost relaxation.
minrelax: The type of feasibility relaxation to perform.
vrelax: Indicates whether variable bounds can be relaxed.
crelax: Indicates whether constraints can be relaxed.
Return value:
Zero if minrelax is False. If minrelax is True, the return value is the objective value for the relaxation performed. If the value is less than 0, it indicates that the method failed to create the feasibility relaxation.
Example usage:
if model.status == GRB.INFEASIBLE:
model.feasRelaxS(1, False, False, True)
model.optimize()
