GRBfeasrelax

GRBfeasrelax

㈡	GRBfeasrelax(	GRBmodel	*model,
		㈡	relaxobjtype,
		㈡	minrelax，
		double	*lbpen,
		double	* UBPEN，
		double	*rhspen,
		double	*feasobjP )

Modifies the input model to create a feasibility relaxation. Note that you need to callGRBoptimizeon the result to compute the actual relaxed solution.

这feasibility relaxation is a model that, when solved, minimizes the amount by which the solution violates the bounds and linear constraints of the original model. This routine provides a number of options for specifying the relaxation.

如果you specifyrelaxobjtype=0, the objective of the feasibility relaxation is to minimize the sum of the weighted magnitudes of the bound and constraint violations. Thelbpen.,Ubpen., andrhspenarguments specify the cost per unit violation in the lower bounds, upper bounds, and linear constraints, respectively.

如果you specifyrelaxobjtype=1, the objective of the feasibility relaxation is to minimize the weighted sum of the squares of the bound and constraint violations. Thelbpen.,Ubpen., andrhspenarguments specify the coefficients on the squares of the lower bound, upper bound, and linear constraint violations, respectively.

如果you specifyrelaxobjtype=2，可行性放松的目的是最大限度地减少绑定和约束违规的加权计数。这lbpen.,Ubpen., andrhspenarguments specify the cost of violating a lower bound, upper bound, and linear constraint, respectively.

To give an example, a violation of 2.0 on constraintiwould contribute2*rhspen[i]to the feasibility relaxation objective forrelaxobjtype=0, it would contribute2*2*rhspen[i]forrelaxobjtype=1, and it would contributerhspen[i]forrelaxobjtype=2.

这minrelax参数是一个布尔值，可控制创建的可行性放松类型。如果minrelax=0, optimizing the returned model gives a solution that minimizes the cost of the violation. Ifminrelax=1, optimizing the returned model finds a solution that minimizes the original objective, but only from among those solutions that minimize the cost of the violation. Note thatGRBfeasrelax必须解决优化问题，以找到最低可能的放松minrelax=1,这将是相当昂贵的。

In all cases, you can specify a penalty ofGRB_INFINITYto indicate that a specific bound or linear constraint may not be violated.

Note that this is a destructive routine: it modifies the model passed to it. If you don't want to modify your original model, useGRBcopymodelto create a copy before calling this routine.

Return value:

A non-zero return value indicates that a problem occurred while computing the feasibility relaxation. Refer to theError Codetable for a list of possible return values. Details on the error can be obtained by callinggrbgeterramsg..

Arguments:

model:original (infeasible) model. The model is modified by this routine.

relaxobjtype:cost function used when finding the minimum cost relaxation.

minrelax:type of feasibility relaxation to perform.

lbpen.：与违反下限相关的罚款。可NULL, in which case no lower bound violations are allowed.

Ubpen.:penalty associated with violating an upper bound. Can beNULL，在这种情况下，不允许违规违规。

rhspen:penalty associated with violating a linear constraint. Can beNULL, in which case no constraint violations are allowed.

feasobjP: Whenminrelax=1, this returns the objective value for the minimum cost relaxation.

示例用法：

double penalties[]; error = GRBfeasrelax(model, 0, 0, NULL, NULL, penalties, NULL); error = GRBoptimize(model);