ILOG CPLEX 11.0 User's Manual

C H A P T E R27Repairing Infeasibilities with FeasOptThis chapter tells you about FeasOpt, a feature for repairing infeasibility in a model.FeasOpt attempts to repair an infeasibility by modifying the model according to preferencesset by the user. This chapter covers these topics:◆ What Is FeasOpt? on page 409◆ Invoking FeasOpt on page 410◆ Specifying Preferences on page 411◆ Example: FeasOpt in Concert Technology on page 411What Is FeasOpt?FeasOpt accepts an infeasible model and selectively relaxes the bounds and constraints in away that minimizes a weighted penalty function that you define. FeasOpt supports all typesof infeasible models. In essence, FeasOpt is another optimization algorithm (analogous tophase I of the simplex algorithm). It tries to suggest the least change that would achievefeasibility. FeasOpt does not actually modify your model. Instead, it suggests a set of boundsand constraint ranges and produces the solution that would result from these relaxations.Your application can query this solution. It can also report these values directly, or it canapply these new values to your model, or you can run FeasOpt again with different weightsperhaps to find a more acceptable relaxation.ILOG CPLEX 11.0 — USER’ S MANUAL 409