On Wed, Jan 14, 2009 at 1:07 PM, Ali Baharev
<address@hidden> wrote:
Hello,
I am afraid it is ambiguous which constraints are causing the trouble.
You could probably try the following. Introduce two new continuous
variables xp >= 0 and xn >= 0 to each constraint. For example:
x1 + 2 x2 = 3
after introducing the variables
x1 + 2 x2 + (xp - xn) = 3
and change the objective function:
minimize: sum xp + sum xn
This problem must have a solution. For those constraints which are
violated the corresponding xp or xn will not equal zero. Unfortunately
it may turn out that all constraints are violated... If you are lucky
there will be only a few constraints with non-zero xp and xn
variables.
Good luck,
Ali