Forum Discussion
FICO
1 year agoCommunity Manager
QCQP model doomed infeasible in presolve, however it is not
Hi, I am trying to solve a QCQP model, which is doomed infeasible by the pre-solver. However, when solving with presolve deactivated it solves fine - just takes a very long time! Calling the IIS doe...
FICO
1 year agoCommunity Manager
Hi Jonas,
and if you want to try something on your side while waiting for us to look into the issue in presolve: We do have the refinops functionality https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/REFINEOPS.html which is meant for this usecase of optimizing a mixed-integer problem, fixing integer variables, and then reoptimizing. Of course it cannot predict the quadratics that you would add for the second solve, but if the problem is caused by some of the linear constraints becoming slightly infeasible after performing your fixings (where there can be slight differences with regards to the tolerances used by the LP solver and in presolve), then this might help. You can either set the ninth bit (so set REFINEOPS to 17 + 2^9 = 531) if you want the initial branch-and-bound search to completely reject solutions that would become infeasible after fixing the integers and resolving the problem from scratch as an LP, or you can set the tenth bit (so set it to 1041) if you want it to attempt to clean up the solution, but not reject solutions outright due to this.
Related Content
Related Content
Variable object mapping issue in Python Callbacks with Presolve enabled
Hi, I am implementing a Branch-and-Cut algorithm using the Xpress Python interface. I have structured my code as a class where I create variables (using xp.var) and store them in a dictionary attrib...8 months agoPlace FICO® Xpress Optimization ForumFICO® Xpress Optimization Forum6 unread comments6 unread6Views0likes6CommentsInfeasible model after consecutive invocation
We have the following workflow implemented in Java with Xpress 9.2.2 8.14.5: 1. Build BCL MIP model 2. Fix subset of variables (xprbVar.fix(.)). This simplified model is referred to as model A 3...3 years agoPlace FICO® Xpress Optimization ForumFICO® Xpress Optimization Forum2 unread comments2 unread0Views0likes2CommentsI'd like to increase the diagnostics to know the cause of an infeasibility.
Hi. I am trying to optimize the attached model. However, it is infeasible. When running the diagnostics, the displayed information is not useful. I would like to see the cause of the infeasibility, e...1 year agoPlace FICO® Xpress Optimization ForumFICO® Xpress Optimization Forum4 unread comments4 unread0Views0likes4Comments