Quintiq file version 2.0
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#parent: #root
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Method CanRescueSolution (
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MathematicalProgram program,
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LibOpt_Task task
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) as Boolean
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{
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Description: 'In MathematicalProgram Handle Infeasible tab, this method can be called to check if your infeasible solution has sufficient quality to try using it despite the reported infeasibility with CPLEX default settings.'
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TextBody:
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[*
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// lauri Feb-24-2014 (created)
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statistics := program.Statistics();
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feasabilitytolerance := 100 * guard( select( this.CurrentSubOptimizerLevel().GetStrategyLevelMacroPlan(), SolverSettingGroupMacroPlan.SolverSettingMacroPlan, s, s.ParameterNumber() = 1016 ).ParameterValue(),
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1e-6 ); // cplex default if 1016 is not set
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info( 'goal value:', guard( [String]program.GoalValue(), 'not available' ) );
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info( 'Feasibility tolerance = ', feasabilitytolerance );
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info( 'Solver has the following bound violation statistics:' );
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info( 'primal infeasibility: ', statistics.MaxPrimalInfeasibility().Format( 'N(Scientific)' ), 'scaled:', statistics.MaxScaledPrimalInfeasibility().Format( 'N(Scientific)' ) );
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info( 'primal residual: ', statistics.MaxPrimalResidual().Format( 'N(Scientific)' ), 'scaled:', statistics.MaxScaledPrimalResidual().Format( 'N(Scientific)' ) );
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info( 'dual infeasibility: ', statistics.MaxDualInfeasibility().Format( 'N(Scientific)' ), 'scaled:', statistics.MaxScaledDualInfeasibility().Format( 'N(Scientific)' ) );
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info( 'dual residual: ', statistics.MaxDualResidual().Format( 'N(Scientific)' ), 'scaled:', statistics.MaxScaledDualResidual().Format( 'N(Scientific)' ) );
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info( 'max integer infeasibility: ', statistics.MaxIntInfeasibility().Format( 'N(Scientific)' ), '[tolerance=', program.MIPIntegralityTolerance(), ']' );
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maxboundviolation := maxvalue( statistics.MaxScaledPrimalInfeasibility(),
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statistics.MaxScaledPrimalResidual(),
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statistics.MaxScaledDualInfeasibility(), //only for LP
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statistics.MaxScaledDualResidual() ); //only for LP
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canberescued := program.HasSolution() and maxboundviolation <= feasabilitytolerance and statistics.MaxIntInfeasibility() <= program.MIPIntegralityTolerance();
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task.Log( 'hassoln=' + [String] program.HasSolution() + 'feas(scaled)='+ [String] maxboundviolation + 'intfeas=' + [String] statistics.MaxIntInfeasibility() );
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info( ifexpr( canberescued, 'Solution accepted', 'Solution discarded' ) );
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if( not canberescued
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and this.GetRunContextConst().IsMetaIteration()
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and this.GetRunContextMeta().OptionDebugCPLEXVariablesConstraints() )
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{
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snapshot := task.Run().Snapshot( relnew, SnapshotMacroPlannerOptimizer );
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OptimizerDebugCPLEXLogEntry::CheckVariables( snapshot, program.astype( CapacityPlanningSuboptimizer_CapacityPlanningAlgorithm ) );
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OptimizerDebugCPLEXLogEntry::CheckConstraints( snapshot, program.astype( CapacityPlanningSuboptimizer_CapacityPlanningAlgorithm ) );
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}
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return canberescued;
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*]
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InterfaceProperties { Accessibility: 'Module' }
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}
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