topic IIS Option in Mathematical Optimization, Discrete-Event Simulation, and OR

IIS Option

MikeCarter — Tue, 04 Jun 2013 15:50:02 GMT

Hi There,

Am trying to solve an MILP using proc opt, which I know is infeasible. To know the source of this structural infeasibility, am calling out IIS=ON option and then print "constraint.status". However, this lists one IIS at a time. I fix it and run IIS again; it comes up with another IIS. My problem has multiple IIS and I want to list all of them at one go, so I can make changes accordingly How can I list all the IIS at once? Any idea / experience anyone?

-Thanks,

-Mike

Re: IIS Option

LeoLopes — Wed, 05 Jun 2013 03:22:56 GMT

There are two things you can try:

First, if the constraints all come from the same declaration, i.e.

con DontDoIt{i in SETI}: ...

then you can try relaxing all of the DontDoIt constraints.

Second, a little bit more work, but probably closer to what you want, you could put the solve statement in a loop and keep track of the constraints removed at each step until the problem is feasible.

Combining this IIS example with the information about problem symbols:

proc optmodel presolver=none;

/* declare variables */

var x{1..3} >=0;

/* upper bound on variable x[3] */

x[3].ub = 3;

/* objective function */

min obj = x[1] + x[2] + x[3];

/* constraints */

con c1: x[1] + x[2] >= 10;

con c2: x[1] + x[3] <= 4;

con c3: 4 <= x[2] + x[3] <= 5;

num iteration init 1;

set IIS{1 .. iteration} init {};

do while (1);

solve with lp / iis = on;

IIS[iteration] = {ci in 1 .. _NCON_: _CON_[ci].status ~= ''};

if card(IIS[iteration]) = 0 then leave;

for {ci in IIS[iteration]: _CON_[ci].status = 'I_L'}

_CON_[ci].lb = -constant('big');

for {ci in IIS[iteration]: _CON_[ci].status = 'I_U'}

_CON_[ci].ub = constant('big');

iteration = iteration + 1;

end;

iteration = iteration - 1;

for {ii in 1 .. iteration}

put IIS[ii]=;

quit;

Re: IIS Option

MikeCarter — Wed, 05 Jun 2013 14:15:37 GMT

Thanks Leo. This gives me some direction to think.

Thank you very much. Shall try the second approach.

Re: IIS Option

LeoLopes — Thu, 06 Jun 2013 01:19:15 GMT

You're welcome!