Documentation


ConstrVio

Type: double
Modifiable: No

Reporting constraint violations for the simplex solver is actually more complex than it may appear, due to the treatment of slacks on linear inequality constraints. The simplex solver introduces explicit non-negative slack variables inside the algorithm. Thus, for example, <span>$</span>a^Tx \le b<span>$</span> becomes <span>$</span>a^Tx + s = b<span>$</span>. In this formulation, constraint errors can show up in two places: (i) as bound violations on the computed slack variable values, and (ii) as differences between <span>$</span>a^Tx + s<span>$</span> and <span>$</span>b<span>$</span>. We report the former as ConstrVio and the latter as ConstrResidual.

For MIP models, constraint violations are reported in ConstrVio.

Available for all model types.

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