Identify (potential) sources of infeasibility without IIS

[Bert Dijk]

Hi,

I have a question regarding identifying (potential) sources of infeasibility without the use of IIS. I am trying to solve a stochastic model with a number of Scenarios (aim is >20). I first compute an initial solution for Scenario 0  that determines the allocation of a set of operations to a set of resources. Based on the initial solution I identify the conflicts that solution causes in the other scenarios. As next step I add variables that allow addition/removal of the conflict operations to a different resource and re-optimize. 

However, it can happen that the addition of the limited set of additional variables is not sufficient (status=m.infeasible) and in that case I would like to add more variables to the problem to provide more flexibility. I would only do this for the scenarios where it is required. 

I was wondering if anyone could assist me in determining a way to identify the scenarios for which it is required? I am aware of the ComputeIIS functionality, however this would run for more than an hour for only 4 scenarios already.. 

Some background: I am trying to solve a large MIP regarding the allocation of operations to resources (0,1 decision) and in the scenarios the operation times are altered with the goal to find a more robust solution. 

Thanks in advance.

Bert

[Michael Winkler]

Could you please provide a log file and maybe also a model file (best in MPS format and compressed with 7zip, bzip2, gzip or zip) of such a problem where the IIS computation takes quite long. Also I would suggest to set a TimeLimit so that the IIS computation stops early providing you with an IS not necessarily being minimal. Maybe this is already sufficient for your needs.

Best,
Michael