/
relaxation_output.txt
153 lines (120 loc) · 2.06 KB
/
relaxation_output.txt
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Original model
==============
Cost
----
x
Constraints
-----------
x <= x_max
x >= x_min
With constraints relaxed equally
================================
Cost
----
C
Constraints
-----------
"minimum relaxation":
C >= 1
"relaxed constraints":
x <= C·x_max
x_min <= C·x
Cost
----
1.414
Free Variables
--------------
x : 1.414
| Relax
C : 1.414
Constants
---------
x_max : 1
x_min : 2
Sensitivities
-------------
x_max : -0.5
x_min : +0.5
Tightest Constraints
--------------------
+0.5 : x <= C·x_max
+0.5 : x_min <= C·x
With constraints relaxed individually
=====================================
Cost
----
C[:].prod()·x^0.01
Constraints
-----------
"minimum relaxation":
C[:] >= 1
"relaxed constraints":
x <= C[0]·x_max
x_min <= C[1]·x
Cost
----
2
Free Variables
--------------
x : 1
| Relax1
C : [ 1 2 ]
Constants
---------
x_max : 1
x_min : 2
Sensitivities
-------------
x_min : +1
x_max : -0.99
Tightest Constraints
--------------------
+1 : x_min <= C[1]·x
+0.99 : x <= C[0]·x_max
+0.01 : C[0] >= 1
With constants relaxed individually
===================================
Cost
----
[Relax2.x_max, Relax2.x_min].prod()·x^0.01
Constraints
-----------
Relax2
"original constraints":
x <= x_max
x >= x_min
"relaxation constraints":
"x_max":
Relax2.x_max >= 1
x_max >= Relax2.OriginalValues.x_max/Relax2.x_max
x_max <= Relax2.OriginalValues.x_max·Relax2.x_max
"x_min":
Relax2.x_min >= 1
x_min >= Relax2.OriginalValues.x_min/Relax2.x_min
x_min <= Relax2.OriginalValues.x_min·Relax2.x_min
Cost
----
2
Free Variables
--------------
x : 1
x_max : 1
x_min : 1
| Relax2
x_max : 1
x_min : 2
Constants
---------
| Relax2.OriginalValues
x_max : 1
x_min : 2
Sensitivities
-------------
x_min : +1
x_max : -0.99
Tightest Constraints
--------------------
+1 : x >= x_min
+1 : x_min >= Relax2.OriginalValues.x_min/Relax2.x_min
+0.99 : x <= x_max
+0.99 : x_max <= Relax2.OriginalValues.x_max·Relax2.x_max