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Lagrangian Relaxation bound greater than optimal solution

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2 comments

  • Yuriy Zinchenko
    Gurobi Staff Gurobi Staff

    The solver may remove some variables and do other things as part of the presolve, so if you are curious to see if this plays any role here you can try setting Presolve = 0 to switch it off (mind you, often this results in longer solution times).  

    Hope this helps.

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  • ENSIEH GHAEDYHEIDARY
    First Question
    First Comment

    Hi,

    I'm trying to minimize an MIP model employing a Lagrangian relaxation approach. However, I've encountered an issue where, in certain instances, the lower bound (resulting from the Lagrangian sub-problem) surpasses both the upper bound (resulting from the Master problem) and the optimal solution of the original problem. Consequently, no Lagrangian bound is obtained, as the lower bound continues to outpace the upper bound, while the upper bound steadily decrease. I tried to enhance the accuracy of the models, the issue is still there. The Presolve = 0 and Cuts =0 doesn't work either.

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