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Gurobipy can return optimal variables that violate constraints

Open juropo opened this issue 5 months ago • 0 comments

This is an issue with desdeo's implementation of GurobipySolver specifically, not with the actual gurobipy package.

In a corner case situation, where some of the decision variables do not contribute to the objective function being optimized and aren't even interacting with other more important decision variables through constraints, it may happen that an optimal solution is returned where these unimportant decision variables violate some constraints of the problem definition. This does not affect the value of the objective function or the more important decision variables in any way as far as I can tell.

I assume that this happens, because gurobipy never even includes these decision variables it its optimization.

I am not sure if this issue is even worth fixing, but I thought it should be documented somewhere at least.

juropo avatar Sep 13 '24 12:09 juropo