Watch this Ask the Expert session to learn to diagnose and understand why an optimization problem is infeasible and how to make it feasible.
Watch the webinar
Join Rob Pratt to understand the ways to diagnose infeasibility. Perfect for SAS/OR® (SAS®9) and SAS Optimization (SAS® Viya®) users, especially those who use PROC OPTMODEL or the runOptmodel action. During this webinar you will learn:
- How to use the “IIS=” option.
- How to use the network solver.
- How to use the output of one solver as input for another solver.
- How to modify an infeasible problem as little as possible to make it feasible.
The questions from the Q&A segment held at the end of the webinar are listed below, and the slides from the webinar are attached.
How do you use the LINEARIZE option for the example shown?
See on-demand webinar for a demo of this. Starts at minute 40:30.
Are there other ways of diagnosing infeasibility?
Yes. Suppose you’re solving a business problem, you’ve modeled it, and the solver is telling you the problem is infeasible, but you think it’s feasible. If you can construct what should be a feasible solution, even a trivial one, then you can pass that information to the solver by fixing the decision variables to the values in that solution that you manually constructed. When you fix the variables and then call the solver, the solver will tell you which constraint is violated. This is another simple way to diagnose infeasibility if you know a feasible solution. It could point to a data error, a modeling error, or a coding error.
Recommended Resources
SAS Optimization Support
SAS/OR Support
Mathematical Optimization, Discrete-Event Simulation, and OR Community
Operations Research: Optimize, Simulate, Understand Blogs
SAS Global Forum 2021
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