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5 years ago

Replace box constraints with Ellipsoid robust constraint

Hi I am attempting a robust optimisation problem using the knapsack example 1.2.1 in the robust doc as a template. I calculate the possible % deviation for each variable in the model (P23PERCENT). I...

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FICO

Community Manager

5 years ago

Excellent, thanks again Pietro. That was really helpful.

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Forum Discussion

Replace box constraints with Ellipsoid robust constraint

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Lazy constraints on LP problems

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?