topic Re: Infeasibility in proc optmodel using milp in Mathematical Optimization, Discrete-Event Simulation, and OR

Infeasibility in proc optmodel using milp

nithishsaji94 — Mon, 01 Jun 2020 14:06:28 GMT

I want to get the constraints causing infeasibility and store it in a table for printing. SAS doesn't allow me to use IIS=on when using milp solver.

Re: Infeasibility in proc optmodel using milp

RobPratt — Mon, 01 Jun 2020 14:06:52 GMT

MILP IIS is available in SAS Optimization 8.5 (SAS Viya 3.5), released in November 2019:

https://go.documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.5&docsetId=casmopt&docsetTarget=casmopt_whatsnew_sect002.htm&locale=en

For other releases, you might try using the RELAXINT option, in case the LP relaxation is infeasible:

solve with lp relaxint / iis=on;

Re: Infeasibility in proc optmodel using milp

nithishsaji94 — Mon, 01 Jun 2020 14:07:09 GMT

I have base sas 9.4 and SAS EG 7.1. Looks like I don't have that yet.

Re: Infeasibility in proc optmodel using milp

RobPratt — Mon, 01 Jun 2020 14:07:25 GMT

I don't quite understand. Did you try the SOLVE statement that I recommended? If so, did you get an error message?

Re: Infeasibility in proc optmodel using milp

nithishsaji94 — Mon, 01 Jun 2020 19:46:42 GMT

Tried it with that, unfortunately it was still infeasible. I managed to predefine certain conditions which would make the problem unfeasible, as sort of a message to my users.

Re: Infeasibility in proc optmodel using milp

RobPratt — Mon, 01 Jun 2020 19:55:51 GMT

OK, that result is a good thing when you want to figure out why a problem is infeasible. It means that even the linear programming relaxation is infeasible. The following statement will then show you the resulting IIS found by the solver to help you diagnose the infeasibility:

expand / iis;

Re: Infeasibility in proc optmodel using milp

nithishsaji94 — Mon, 01 Jun 2020 20:09:55 GMT

Is there a way I can just proc print the infeasibility causing constraints than going through the entire log.

Re: Infeasibility in proc optmodel using milp

RobPratt — Mon, 01 Jun 2020 21:30:48 GMT

You can use the Output Delivery System to write the EXPAND / IIS output to a data set:

   ods output expand=myexpand;

You can then use PROC PRINT if you want, but it will look very similar. Both ways display only the IIS (and not all the other variables and constraints) in the Results Viewer.