In , the following scenario is described:
- A MIP model is solved, delivering a feasible solution.
- All integer variables are fixed to their levels.
- The resulting LP model is solved in order to produce duals. This model turns out to be infeasible.
- If running out of storage capacity, rent expensive extra capacity.
- If we cannot deliver orders on time, allow being late at a cost.
- If we have a capacity shortage in production capacity or personnel, allow expensive outsourcing or hiring of temps or pay for overtime.
- Avoid infeasibility in “fixed MIP problem” in CPLEX, https://or.stackexchange.com/questions/6048/avoid-infeasibility-in-fixed-mip-problem-in-cplex