Detecting infeasibility core

[Shromona Ghosh]

I am trying to obtain the infeasibility core, i.e the IIS construct returned by Gurobi. I notice Gurobi has functions like 'feasRelaxS' which returns slack variables for an infeasible problem and 'computeIIS' to compute a set of constraints which are infeasible. 

I use YALMIP to work with Gurobi, does YALMIP have any interfaces to access these functions of Gurobi?

[Johan Löfberg]

feasRelaxS does not appear to be available in MATLAB. If it were, you would turn it on, and then use the yalmip option savesolveroutput to save all information from gurobi, and see if the IIS was returned somehow. IIS  is not supported on a high level. BTW, you can of course add slacks manually to the constraints to investigate feasibility. That's how I typically analyze models

>> ops = sdpsettings;
>> ops.gurobi

ans =

         BarIterLimit: Inf
               Cutoff: Inf
       IterationLimit: Inf
            NodeLimit: Inf
        SolutionLimit: Inf
            TimeLimit: Inf
           BarConvTol: 1.0000e-08
        BarQCPConvTol: 1.0000e-06
       FeasibilityTol: 1.0000e-06
           IntFeasTol: 1.0000e-06
         MarkowitzTol: 0.0078
               MIPGap: 1.0000e-04
            MIPGapAbs: 1.0000e-10
        OptimalityTol: 1.0000e-06
               PSDTol: 1.0000e-06
          InfUnbdInfo: 0
           NormAdjust: -1
             ObjScale: 0
         PerturbValue: 2.0000e-04
                 Quad: -1
            ScaleFlag: 1
              Sifting: -1
           SiftMethod: -1
       SimplexPricing: -1
        BarCorrectors: -1
       BarHomogeneous: -1
             BarOrder: -1
            Crossover: -1
       CrossoverBasis: 0
              QCPDual: 0
            BranchDir: 0
        ConcurrentMIP: 1
           Heuristics: 0.0500
      ImproveStartGap: 0
    ImproveStartNodes: Inf
     ImproveStartTime: Inf
          MinRelNodes: 0
             MIPFocus: 0
          MIQCPMethod: -1
          NodefileDir: '.'
        NodefileStart: Inf
           NodeMethod: 1
           PumpPasses: 0
                 RINS: -1
       SolutionNumber: 0
          SubMIPNodes: 500
             Symmetry: -1
            VarBranch: -1
         ZeroObjNodes: 0
           TuneOutput: 2
          TuneResults: -1
        TuneTimeLimit: -1
           TuneTrials: 2
                 Cuts: -1
           CliqueCuts: -1
            CoverCuts: -1
        FlowCoverCuts: -1
         FlowPathCuts: -1
         GUBCoverCuts: -1
          ImpliedCuts: -1
           MIPSepCuts: -1
              MIRCuts: -1
             ModKCuts: -1
          NetworkCuts: -1
           SubMIPCuts: -1
         ZeroHalfCuts: -1
         CutAggPasses: -1
            CutPasses: -1
         GomoryPasses: -1
              AggFill: 10
            Aggregate: 1
      DisplayInterval: 5
       DualReductions: 1
        FeasRelaxBigM: 1000000
            IISMethod: -1
              LogFile: ''
               Method: -1
         NumericFocus: 0
             PreCrush: 0
            PreDepRow: -1
              PreDual: -1
        PreMIQPMethod: -1
        PreQLinearize: -1
            PrePasses: -1
             Presolve: -1
          PreSparsify: 0
           ResultFile: ''
              Threads: 0