Hello! I am a starter for Xpress and I want to solve p median problem using tabu.

I am writing the heuristic to try possible combination of nodes. If the combination of the nodes is infeasible, the program will terminate immediately. I don't want that and I want to try many possible combinations. How to allow Xpress solver continue even when it encounters an infeasible solution?

Thank you in advance!

Hi.

Do I understand your question correct that you have implemented a custom tabu search that in each iteration solves a MIP (or an LP) to find an improved solution, but that due to some constraints/variable assignment this MIP may become infeasible? In this case, you could consider a formulation that involves slack variables and try to minimize the sum of slacks to get a "minimal infeasible" solution as a new reference point in the tabu search.

Best regards,

Timo