topic What does infeasibility value in proc optmodel indicates? in Mathematical Optimization, Discrete-Event Simulation, and OR

What does infeasibility value in proc optmodel indicates?

Leesa — Wed, 05 Dec 2018 15:37:52 GMT

Hi I'm new to proc optmodel. I'm running proc optmodel with 10000 iterations. Each iteration it's showing output value,infeasible value & error value.Can you help me understand what infeasible value means?

Re: What does infeasibility value in proc optmodel indicates?

RobPratt — Wed, 05 Dec 2018 18:49:01 GMT

It sounds like you are using the NLP solver. The description of the iteration log is here:

https://go.documentation.sas.com/?docsetId=ormpug&docsetVersion=15.1&docsetTarget=ormpug_nlpsolver_details11.htm&locale=en

Re: What does infeasibility value in proc optmodel indicates?

Leesa — Thu, 06 Dec 2018 04:43:23 GMT

Yes, It's related to NLP Solver. In document it's written that infeasibility value indicates the maximum value out of all constraint violations. Does it mean the maximum of objective function values for cases where my constraints are violating the conditions? In iterations my infeasibility values ranging from 0.014 to 0.000027. First iteration it was 13000.Does that indicates that it's converging to feasible solution?

Re: What does infeasibility value in proc optmodel indicates?

RobPratt — Fri, 07 Dec 2018 22:21:21 GMT

The Infeasibility ignores the objective and measures the maximum violation across all constraints. A constraint that is satisfied has zero violation. Yes, if Infeasibility is decreasing to zero, the solver is converging to a feasible solution.

Re: What does infeasibility value in proc optmodel indicates?

heinsler — Sat, 07 Aug 2021 14:38:57 GMT

Great explanation.

Thanks.