I have been trying SCIP but whatever I do it always returns an infeasibility.
Other solvers I have tried do deliver a solution.
The message I keep getting on an on for different problems is:
violation: right hand side is violated by 0.00533581525087357
best solution is not feasible in original problem
What would you recommend?
This web may provide a valuable hint:
However, the SCIP.jl wrapper does not indicate how to enter “set emphasis feasibility”. Any suggestion?
Take a read of the first post in PSA: make it easier to help you.
It’s easier to help if you provide a minimal piece of code that demonstrates the problem.
Yeah, so SCIP.jl only supports setting parameters. To set an emphasis (which then sets multiple parameters), you would have to call the underlying C function. That is, it’s not straight-forward to do currently.
Let me then share the code I am using:
using JuMP # used for mathematical programming
mps_model = MathOptFormat.MPS.Model()
ucf = Model(with_optimizer(SCIP.Optimizer))
I have placed a set of three MPS files in WeTransfer to be able to reproduce the problem:
Any other idea to avoid SCIP to find the problem infeasible? It runs well on other solvers.
It might be best to ask on the SCIP mailing list.
But from the message that you quote in your original post, it looks like SCIP actually finds a solution, but then discards it because the violation is beyond the tolerances.
So playing with
feastol might help here.
Already did play with feastol, unluckily it was infeasible always
Will reach out to SCIP mailing list