Question

使用GetConflict或

时，Cplex（12.6或12.8）未检测到不可行的变量范围

我从http://www-01.ibm.com/support/docview.wss?uid=swg21429472

运行了代码

IBM的示例采用了问题的所有原始约束，并将所有变量边界添加为附加约束。

我已经将此lp模型用于测试

Maximize
obj: x1 + 2 x2 + 3 x3
Subject To
c1: x2 + x3 <= 20
c2: x1 - 3 x2 + x3 <= 30
c3: x1<= 20
c4: x1>=40
Bounds
40 <= x1 <= 00
Generals
x1 x2 x3
End

注意：x1的边界是有意打破的。

使用这个经过编辑的lp文件，我希望CPLEX作为不可行集的成员返回打破界限。但事实并非如此。冲突集中仅排除了所有约束和界限

The IRange model including the variable bounds as constraints

The conflict refinement result: none of these constraints are in coflict (wrong!)

The cplex console output: correctly finds x1 is broken

如何解决此问题？我想在结果集中得到所有打破的约束。

Answer 1

RefineConflict方法的文档说明：

要检查变量的边界是否引起冲突，请使用 ILOG.Concert.INumVarBound类的实例，以指定上面的以及相关变量的下界。使用像这样的界限您传递给fineConflict的参数之间的约束。

请牢记这一点，并以技术说明为起点，尝试改为使用以下代码块：

//add variable bounds to the constraints array
for(int c1=0;c1<lp.NumVars.Length;c1++)
{
    if (lp.GetNumVar(c1).Type != NumVarType.Bool)
    {
        // Instead of the following:
        // constraints[rng.Length + 2*numVarCounter] = cplex.AddLe(lp.GetNumVar(c1).LB, lp.GetNumVar(c1));
        // constraints[rng.Length + 2 * numVarCounter].Name = lp.GetNumVar(c1).ToString() + "_LB";
        // constraints[rng.Length + 2*numVarCounter + 1] = cplex.AddGe(lp.GetNumVar(c1).UB, lp.GetNumVar(c1));
        // constraints[rng.Length + 2 * numVarCounter + 1].Name = lp.GetNumVar(c1).ToString() + "_UB";
        // Use this:
        constraints[rng.Length + 2 * numVarCounter] = cplex.Bound(lp.GetNumVar(c1), NumVarBoundType.Lower);
        constraints[rng.Length + 2 * numVarCounter + 1] = cplex.Bound(lp.GetNumVar(c1), NumVarBoundType.Upper);
        numVarCounter++;
    }
}

有了这些更改，我得到以下输出：

Warning:  Bound infeasibility column 'x1'.
Solution status = Infeasible
Model Infeasible, Calling CONFLICT REFINER
Number of SOSs=0
Conflict Refinement process finished: Printing Conflicts
 Proved : IloRange c3 : -infinity <= (1*x1) <= 20
 Proved : IloRange c4 : 40 <= (1*x1) <= infinity
Conflict Summary:
 Constraint conflicts = 2
 Variable Bound conflicts = 0
 SOS conflicts = 0
Calling FEASOPT
Warning:  Bound infeasibility column 'x1'.
FeasOpt failed- Could not repair infeasibilities

为什么CPLEX Refiner无法检测到可变的变量界限？

1 个答案: