OptFindIIS

Revision as of 23:47, 10 February 2011 by Psanford (Talk | contribs) (OptFindIIS(opt))


New to Analytica 4.3. Prior to Analytica 4.3, was named LpFindIIS.

OptFindIIS(opt)

Finds an Irreducibly Infeasile Subset of Constraints in a linear program defined using DefineOptimization or LpDefine.

An Irreducibly Infeasibe Subset (IIS) of constraints is a subset of your constraints which contains no feasible solution, but which has the property that if any single constraint is removed, there will be feasible solutions. Thus, it is a minimal set of conflicting constraints.

When OptStatusNum(opt,true) returns 0, it indicates that there are no feasible solutions -- that the set of constraints are contradictory. This function is useful for locating the source of the contradiction.

When called with a single parameter as shown above, a subset of the Constraints index is returned. If any constraint in that subset were to be eliminated, the resulting set of constraints would be feasible.

Variable Bound reduction

OptFindIIS( lp ; newLp : optional boolean )

It is possible also to reduce the lower and upper variable bounds, in addition to the constraints, to find a more constrained IIS. This is accomplished by specifying an optional parameter, «newLp», to be true, e.g.:

OptFindIIS(myLp, newLp:true )

When the «newLp» parameter is specified as true, a new linear program object instance is created and returned. The components of this LP can be accessed using the OptInfo function, e.g.:

OptInfo(myLp,"Constraints")
OptInfo(myLp,"lb")
OptInfo(myLp,"ub")

The LP returned is infeasible, but if any single remaining variable bound, or any single constraint, were to be removed, the resulting LP would be feasible.

See Also

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