SDDP.jl
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Compute IIS when infeasible
A user writes:
I’ve added a set of fuel constraints and defined the fuel storage variable—which represents the amount of fuel currently in storage—as a stage variable. All test runs were successful until I encountered the following error:
-------------------------------------------------------------------
iteration simulation bound time (s) solves pid
-------------------------------------------------------------------
[ Info: Writing cuts to the file `model_infeasible_node_5.cuts.json`
ERROR: LoadError: Unable to retrieve solution from node 5.
Termination status : INVALID_MODEL
Primal status : NO_SOLUTION
Dual status : NO_SOLUTION.
The current subproblem was written to `subproblem_5.mof.json`.
There are two common causes of this error:
1) you have a mistake in your formulation, or you violated
the assumption of relatively complete recourse
2) the solver encountered numerical issues
See https://odow.github.io/SDDP.jl/stable/tutorial/warnings/ for more information.
What’s puzzling is that I’ve run this exact setup before without any issues. There have been no changes to the model or data since then.
I’ve attached the subproblem_5.mof.json file. If it’s possible to use this file to diagnose the problem, could you please guide me on how to do that? In the meantime, I am reading your SDDP document and try to diagnose the issue.
I think we could do a much better job at this.