Hello,
I am trying to solve a series of optimization problems. It is modelled with a "for" loop.
I have a termination criterion which stipulates that the loop should stop as soon as the incumbent problem is feasible. This is modelled with the following AMPL command:
if DECOMPO.result = "solved" then break;
(DECOMPO
is the name of the problem)
If the incumbent problem is infeasible, I want to move to the next problem.
The problem is that some problems are detecting infeasible through the
preprocessing done by AMPL (not by the solver). And the loop terminates.
That is not what I want to have. If preprocessing finds the problem infeasible, I would like
instead to consider the next problem in the list.
How can I code that in AMPL.I pasted below a summary of my current AMPL commands.
for{j in 1..r} {