Analyzing Infeasible Mixed-Integer and Integer Linear Programs

Published Online:https://doi.org/10.1287/ijoc.11.1.63

Algorithms and computer-based tools for analyzing infeasible linear and nonlinear programs have been developed in recent years, but few such tools exist for infeasible mixed-integer or integer linear programs. One approach that has proven especially useful for infeasible linear programs is the isolation of an Irreducible Infeasible Set of constraints (IIS), a subset of the constraints defining the overall linear program that is itself infeasible, but for which any proper subset is feasible. Isolating an IIS from the larger model speeds the diagnosis and repair of the model by focussing the analytic effort. This paper describes and tests algorithms for finding small infeasible sets in infeasible mixed-integer and integer linear programs; where possible these small sets are IISs.

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