Check Gurobi redundant constraints

Question

Is there any way to check whether Gurobi is adding an extra redundant constraint to the model?

I tried model.write() at every iteration and it seems fine. But still, my output is not what I'm expecting.

I want to check whether there are any unwanted constraints added by Gurobi when solving.

Answer 1

Your statements are somewhat contradictory: If gurobi was to add redundant constraints in the beginning, the presolve step would remove them again and second them being redundant would mean that they wont influence the solution. Thus, there would be a modelling error on your side.

As sascha mentioned it is extremely unlikely that any constraint-generating routine/presolve step would be falsely implemented - such errors would show up immediately, that is before patching into the published versions.

And from a theoretical side: These methods require mathematical proofs that guarantee they do not cut-off feasible solutions. What is overseen sometimes, I did that only recently, is the default lower bound of 0 on all variables which stems from the LP-notation according to standard form.

Further investigation can be done if you were to post the .lp and .mps files of your initial problem with your question. That way people could investigate themselves.

Answer 2

I'm not sure if redundant, in mathematical programming, means the same thing you are asking about given your reply to sascha above.

In mathematical programming, you can a constraint redundant it means it has no effect in the solution because another constraint, or set of constraints, takes care of what that redundant constraint does. For instance here is a simple example:

x >= 1
y >= 1

x + y >= 2

Here the third constraint is redundant since the first two constraints indicate that both variables are greater than 1, therefore, it's implied that their sum is at least 2. If you write these three constraints in your model, Gurobi will automatically remove the third one in presolve so you don't need to worry about.

So when you say "I want to check whether there are any unwanted constraints added by Gurobi when solving", Gurobi first write the model you wrote, then in presolve it gets rid of any redundant constraints or variables. It will never add something that was not in the model initially