ILOG CPLEX 11.0 User's Manual

The infeasibility on which FeasOpt works must be present explicitly in your model amongits constraints and bounds. In particular, if you have set a MIP cutoff value with the idea thatthe cutoff value will render your model infeasible, and then you apply FeasOpt, you will notachieve the effect you expect. In such a case, you should add one or more explicit constraintsto enforce the restriction you have in mind. In other words, add constraints rather thanattempt to enforce a restriction through these parameters:●●●CutLo or CutUp in Concert Technology (not recommended to enforce infeasibility)CPX_PARAM_CUTLO or CPX_PARAM_CUTUP in the Callable Library (notrecommended to enforce infeasibility)mip tolerance lowercutoff or uppercutoff in the Interactive Optimizer (notrecommended to enforce infeasibility)Invoking FeasOptDepending on the interface you are using, you invoke FeasOpt in one of the ways listed inTable 27.1.Table 27.1FeasOptAPI or ComponentConcert Technology for C++ usersConcert Technology for Java usersConcert Technology for .NET usersCallable LibraryFeasOptIloCplex::feasOptIloCplex.feasOptCplex.FeasOptCPXfeasopt and CPXfeasoptextInteractive Optimizer feasopt { variables | constraints | all }In the various Concert Technology APIs, you have a choice of three implementations ofFeasOpt, specifying that you want to allow changes to the bounds on variables, to the rangeson constraints, or to both.In the Callable Library, you can allow changes without distinguishing bounds on variablesfrom ranges over constraints.In each of the APIs, there is an additional argument where you specify whether you wantmerely a feasible solution suggested by the bounds and ranges that FeasOpt identifies, or anoptimized solution that uses these bounds and ranges.410 ILOG CPLEX 11.0 — USER’ S MANUAL