topic Find constraints which cause infeasibiltiy in Mathematical Optimization, Discrete-Event Simulation, and OR

Find constraints which cause infeasibiltiy

user24feb — Tue, 24 Feb 2015 10:47:49 GMT

Hello,

is there a way to find constraints for proc optmodel that cause infeasibility? (Or is there at least a possibility to redirect the "suffixes", .status etc. to "create data" or ODS?)

Thanks&kind regards

Re: Find constraints which cause infeasibiltiy

RobPratt — Tue, 24 Feb 2015 15:40:30 GMT

You can diagnose infeasibility by using the IIS= option in the SOLVE WITH LP statement:

SAS/OR(R) 13.2 User's Guide: Mathematical Programming

You can then examine the .STATUS suffix by using PRINT:

SAS/OR(R) 13.2 User's Guide: Mathematical Programming

or EXPAND / IIS:

SAS/OR(R) 13.2 User's Guide: Mathematical Programming

or CREATE DATA:

create data var_status_data from name=_VAR_.name status=_VAR_.status;

create data con_status_data from name=_CON_.name status=_CON_.status;

Re: Find constraints which cause infeasibiltiy

user24feb — Tue, 24 Feb 2015 16:53:40 GMT

Thanks! I tried it out with a little example and the create-data-for-suffix-step was exactly what I was looking for.

Data Costs;
Do Source=1 To 10;
    Do Plant=1 To 20;
   Costs=Rannor(1)*4+19;
      Output;
    End;
End;
Run;
Data Demand;
Do Plant=1 To 20;
    Qty=Rannor(1)*20+200;
Output;
End;
Run;
Data Supply;
Do Source=1 To 10;
    Qty=Rannor(1)*15+375;
    Output;
End;
Run;

Proc Optmodel;
Set <Num,Num> q_w;
Num Costs{q_w};
Read Data Costs Into q_w=[Source Plant] Costs=Costs;
Set Sources=Setof{<q,w> in q_w} q;
Set Plants=Setof{<q,w> in q_w} w;
Num Demand{Plants};
Num Supply{Sources};
Read Data Demand Into [Plants=Plant] Demand=Qty;
Read Data Supply Into [Sources=Source] Supply=Qty;
Var X{Sources,Plants}>=0;
Con Cns1{q in Sources}:Sum{w in Plants}X[q,w]<=Supply;
Con Cns2{w in Plants}:Sum{q in Sources}X[q,w]>=Demand;
Min Obj=Sum{q in Sources,w in Plants}X[q,w]*Costs[q,w];
Solve with LP/Solver=Dual /*Algorithm=Network*/ IIS=On;

create data var_status_data from [Source Plant] name=X.name status=X.status;
create data con_status_data from [Plant] name=Cns1.name status=Cns1.status;
Create Data Con_Status_data_2 From [Source] name=Cns2.name status=Cns2.status;
Run;