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Check for Feasibility of a Model

Open ccoffrin opened this issue 8 years ago • 10 comments

Make an easy way to test if a solution is feasible for a given model.

ccoffrin avatar Feb 08 '17 19:02 ccoffrin

How about: Reconstruct model -> Fix vars by go through varDict with solution value -> objective = min 0.0 -> solve -> return status ?

sanfranciscocarrot avatar Mar 30 '17 21:03 sanfranciscocarrot

Given the current state of JuMP this might be the best solution.

In an ideal world, checking feasibility should not require sending the problem to a solver. If you know the constraints and have a value for every variable, then you should be able to easily evaluate the constraints in Julia to test for feasibility up to some numerical tolerance.

@mlubin, @chriscoey suggestions on this? It seems like you do similar checks in Pajarito.

ccoffrin avatar Mar 30 '17 22:03 ccoffrin

Well, you can extract the constraint data and check feasibility. The easiest way is likely to make a dummy solver that does this through MathProgBase.

mlubin avatar Mar 30 '17 22:03 mlubin

Sounds like a good solution to me.

ccoffrin avatar Mar 30 '17 22:03 ccoffrin

@mlubin is this an expected feature in the next version of JuMP/MOI?

ccoffrin avatar Apr 02 '18 19:04 ccoffrin

We will have the infrastructure to implement this much more easily in JuMP/MOI, but this isn't a blocker or high priority for the JuMP 0.19 release.

mlubin avatar Apr 02 '18 21:04 mlubin