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Infeasibility Repair Problem

Question asked by Shiguang Xie on Aug 9, 2013
Latest reply on Aug 1, 2014 by zsoltcsizmadia@fico.com

Hi All,

 

I'm having some issues solving a LP problem.

 

The orginal problem is infeasible and I'm trying to relax the problem using    repairInfeas(iscode, 'c', 'o', ' ', 20, 20, 0, 0, 0.001);

 

The manual reads

If a feasible solution is identified for the relaxed problem, with a sum of violations p, then the sum of violations is restricted to be no greater than (1+delta)p, and the problem is optimized with respect to the original objective function.

 

It seems that a feasible solution is identified in my case. But after solving for a long time, Xpress reports the relaxed problem is also infeasible, which doesn't make sense to me. BTW, I'm using Newton-Barrier. Shall I switch to Primal Simplex in this case? Any suggestion is appreciated.

 

 

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