repairinfeas
repairinfeas |
Purpose
Relaxing bounds to repair infeasibility.
Synopsis
procedure repairinfeas(alrp:array(linctr) of real, agrp:array(linctr) of real, albp:array(mpvar) of real, aubp:array(mpvar) of real)
procedure repairinfeas(alrp:array(linctr) of real, agrp:array(linctr) of real, albp:array(mpvar) of real, aubp:array(mpvar) of real, phs2:string, delta:real,optfg:string)
procedure repairinfeas(flags:string, lrp:real, grp:real, lbp:real, ubp:real, delta:real)
procedure repairinfeas(flags:string)
procedure repairinfeas(alrp:array(linctr) of real, agrp:array(linctr) of real, albp:array(mpvar) of real, aubp:array(mpvar) of real,alrb:array(linctr) of real,agrb:array(linctr) of real,albb:array(mpvar) of real,aubb:array(mpvar) of real,phs2:string,delta:real,optfg:string)
Arguments
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alrp
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Array of preferences for relaxing the less or equal side of row
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agrp
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Array of preferences for relaxing the greater or equal side of row
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albp
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Array of preferences for relaxing lower bounds
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aubp
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Array of preferences for relaxing upper bounds
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alrb
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Array of upper bounds to be imposed on the amount of relaxation allowed for the less or equal side of row
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agrb
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Array of upper bounds to be imposed on the amount of relaxation allowed for the greater or equal side of row
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albb
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Array of upper bounds to be imposed on the amount of relaxation allowed for lower bounds
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aubb
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Array of upper bounds to be imposed on the amount of relaxation allowed for upper bounds
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phs2
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A 1-character string controling the second phase optimization
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lrp
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Preference for relaxing the less or equal side of row
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grp
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Preference for relaxing the greater or equal side of row
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lbp
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Preference for relaxing lower bounds
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ubp
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Preference for relaxing upper bounds
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delta
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Relaxation multiplier for the second phase-1
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flags
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A 3-character string defining the p/o/g flags
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optfg
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Flags to be passed to the optimizer
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Further information
1. This routine is an interface to the Optimizer functions
XPRSrepairweightedinfeas and
XPRSrepairinfeas. Please refer to the
Xpress Optimizer Reference Manual for further details.
2. The 2 first forms call the Optimizer routine
XPRSrepairweightedinfeas. Missing preferences are treated as
0; the default value for
phs2 is
"d" and the default value for
delta is
0,001.
3. The third and fourth forms call the Optimizer routine
XPRSrepairinfeas. If
flags is not specified (empty string), a default value of
"cog" is used. If preferences and
delta are not given, all preferences are set to
1 and
delta is
0,001.
4. The last form calls the Optimizer routine
XPRSrepairweightedinfeasbounds, allowing to bound the amount of relaxation applied on a per row or bound basis. Only positive bounds are applied; a zero or negative bound is ignored and the amount of relaxation allowed for the corresponding row or bound is not limited. The effect of a zero bound on a row or bound would be equivalent with not relaxing it, and can be achieved by setting its preference array value to zero instead, or not including it in the preference arrays. The default value for phs2 is
"d".
5. Negative preferences translate to quadratic penalties applied for the corresponding rows or bounds.
Module
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