I have an optimization model where setting certain variables can lead to constraint violations. Is there a way to identify and remove all infeasible constraints before solving the model?

Hi Mehrzad,

one way to do this would be to use the IIS functionality (see the discussion about irreducible infeasible sets here: https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/chapter3.html ). If you use XPRSiisall, this will find independent IIS-es in your problem, from which you can then remove individual constraints to make it feasible, but this may be quite expensive in general, depending on the problem type (if it is anything beyond an LP).

Another option, depending on your final goal, might be to run XPRSrepairinfeas to compute a least violated solution to your model, in which case you can either take the solution as such, or you could try to remove constraints which are violated for this solution.

You will find some examples of using IIS functionality for different APIs referenced from this section of the 'Advanced Evaluators Guide': Handling infeasibility.