Debugging infeasibility

[jetuk]

There was discussion around implementation of an algorithm to aid with debugging infeasible models / time-steps. Currently when a model stops because a linear program is infeasible it is often very difficult to identify why. A proposed algorithm could do the following:

On LP infeasibility:

• Relax (remove) node capacity constraints (minimum flows are often a problem) on at a time.
• For each one ask the solver whether the relaxed LP would be feasible (this should be quick compared to actually solving).
• If the relaxed problem is feasible report to the user that the nodes related to this constraint could be the problem.

Questions:

• Would the reporting be via logging or a more structured output?
• Would this happen any time there is an infeasibility, or should it be optional? If optional what is the default?