ILOG CPLEX C++ API 9.0 Reference Manual

IloCplex
Attempts to find a feasible relaxation of an active model by relaxing the bounds of the
constraints specified in rngs as specified in rnglb and rngub. This is a special
version of the method feasOpt(IloRangeArray, IloNumArray,
IloNumArray, IloNumVarArray, IloNumArray, IloNumArray,
IloBool)
The method returns IloTrue if a feasible relaxation is found along with a solution
for it.
public IloBool feasOpt(const IloNumVarArray vars,
IloNumArray varlb,
IloNumArray varub,
IloBool optimize)
Attempts to find a feasible relaxation of an active model by relaxing the bounds of the
variables specified in vars as specified in varlb and varub. This is a special version
of the method feasOpt(IloRangeArray, IloNumArray, IloNumArray,
IloNumVarArray, IloNumArray, IloNumArray, IloBool)
The method returns IloTrue if a feasible relaxation is found, along with a solution
for it.
public IloBool feasOpt(const IloRangeArray rngs,
IloNumArray rnglb,
IloNumArray rngub,
const IloNumVarArray vars,
IloNumArray varlb,
IloNumArray varub,
IloBool optimize)
The method feasOpt computes a minimal relaxation of the bounds of variables and
constraints that make the active model feasible. For each bound, the user may specify a
preferred value indicating how much a relaxation of that bound is acceptable. A
negative or 0 (zero) value indicates that the corresponding bound must not be relaxed.
Typically, values greater than or equal to 1 (one) should be used. The preference value
for relaxing the lower and upper bound of constraint rngs[i] must be provided in
rnglb[i] and rngub[i], respectively. Similarly, the preference value for relaxing
the lower and upper bound of constraint vars[i] must be provided in varlb[i] and
varub[i], respectively.
If enough variables or constraints were allowed to be relaxed, the function will return
IloTrue and IloFalse otherwise. In case of success, the routine returns with
suggested relaxed values that would make the active model feasible. These bounds are
chosen in such a way that the relaxation is minimal in the sense that the sum of
(relaxation amount)/(preference value) over all variables and constraints is minimized.
The bounds that make the model feasible are returned in the same arrays as the
preference values are passed into this method. That is, after successfull termination of
the method feasOpt, rnglb[i] and rngub[i] contain the lower and upper bound
ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 57