Finding an Irreducible Infeasible Set (lpsole04)
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/* */
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: lpsole04 */
/* TITLE: Finding an Irreducible Infeasible Set (lpsole04) */
/* PRODUCT: OR */
/* SYSTEM: ALL */
/* KEYS: OR */
/* PROCS: OPTMODEL */
/* DATA: */
/* */
/* SUPPORT: UPDATE: */
/* REF: */
/* MISC: Example 4 from the Linear Programming Solver */
/* chapter of Mathematical Programming. */
/* */
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proc optmodel presolver=none;
/* declare variables */
var x{1..3} >=0;
/* upper bound on variable x[3] */
x[3].ub = 3;
/* objective function */
min obj = x[1] + x[2] + x[3];
/* constraints */
con c1: x[1] + x[2] >= 10;
con c2: x[1] + x[3] <= 4;
con c3: 4 <= x[2] + x[3] <= 5;
solve with lp / iis = on;
print x.status;
print c1.status c2.status c3.status;
/* relax upper bound on constraint c3 */
c3.ub = constant('BIG');
solve with lp / iis = on;
/* print solution */
print x;
quit;