How to use feasRelax in Gurobi ?

[4ree]

I have some constraints that should be allowed to be violated for creating a feasibility relaxation. How can i use C API GRBModel::feasRelax() to do that?

[odow]

Use the C API: https://www.gurobi.com/documentation/9.1/refman/c_feasrelax.html

using JuMP, Gurobi
jump_model = direct_model(Gurobi.Optimizer())
model = backend(jump_model)

Then pass model to GRBfeasrelax:

Gurobi.jl/src/gen91/libgrb_api.jl

Lines 301 to 303 in d9cebe4

	function GRBfeasrelax(model, relaxobjtype, minrelax, lbpen, ubpen, rhspen, feasobjP)
	ccall((:GRBfeasrelax, libgurobi), Cint, (Ptr{GRBmodel}, Cint, Cint, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}, Ptr{Cdouble}), model, relaxobjtype, minrelax, lbpen, ubpen, rhspen, feasobjP)
	end

You should be aware that this operation is advanced, and that Gurobi.jl is not officially supported by Gurobi.

[4ree]

Thanks for your help. But in Gurobi documents, it have 2 signatures for this method, as i can see in the function above is the simpler one. Can i call out the more complex one to specify extractly which contraints should be violated?

[odow]

There is only one signature in the Gurobi documentation, which is identical to this one.

using JuMP, Gurobi
jump_model = direct_model(Gurobi.Optimizer())
model = backend(jump_model)
penalties = Cdouble[] 
error = GRBfeasrelax(model, 0, 0, C_NULL, C_NULL, penalties, C_NULL)

[4ree]

Sorry, i read that method in C++API. Thank you so much for your help.