[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Help-glpk] infeasibility
From: |
Yongduek Seo |
Subject: |
[Help-glpk] infeasibility |
Date: |
Wed, 7 May 2008 18:24:50 +0400 |
Dear,
After reading the FAQ about finding constraints causing
infeasibility, I have some questions:
1. Given a bunch of constraints, can I find exactly which of them are
causing the infeasibility?
Since there are lots of constraints, dropping one by one is not
appropriate to me.
I want to find minimum number of infeasible constraints without
abandoning any feasible constraints.
2. It seems from the FAQ (below) that there is a method when the
problem has a feasible dual.
2.1. How can I know that the problem has a feasible dual?
2.2. Could you explain the meaning of it?
2.3. When does such a solution exist in general?
Thank you in advance.
best.
SEO.
------------------------------------------------------------------------
------------------------------------------------------
Q. How do I determine which constraints are causing infeasibility?
A straightforward way to find such a set of constraints is to drop
constraints one at a time. If dropping a constraint results in a
solvable problem, pick it up and go on to the next constraint. After
applying phase 1 to an infeasible problem, all basic satisfied
constraints may be dropped.
If the problem has a feasible dual, then running the dual simplex
method is a more direct approach. After the last pivot, the nonbasic
constraints and one of the violated constraints will constitute a
minimal set. The GLPK simplex table routines will allow you to pick a
correct constraint from the violated ones.
Note that the GLPK pre-solver needs to be turned off for the
preceding
technique to work, otherwise GLPK does not keep the basis of an
infeasible solution.
Also a more detailed methodology has been posted on the mail list
archive at
<http://mail.gnu.org/archive/html/help-glpk/2003-09/msg00017.html>.
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- [Help-glpk] infeasibility,
Yongduek Seo <=