how to obtain the solution information of sub-problem when using callback

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3 comments

  • Jaromił Najman

    Hi,

    Are you sure that subtracting \(\epsilon=1\) from your upper bound is valid? E.g., the optimal objective value of your master problem is \(Z=2\) and the upper bound you get from one of your subproblems is \(UB=2.5\). Then, adding the constraint \(Z\leq UB-\epsilon\) may make your master problem infeasible. Is there a particular reason why you subtract the \(\epsilon\)? What happens if you don't subtract the \(\epsilon\) but still add the constraint \(Z\leq UB\)?

    Best regards,
    Jaromił

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  • Peng GUO

    Hi, 

    You are right. But I am trying to tighten the upper bound for speeding up the solution process. If the UB=10 and \(\epsilon=1\), \(Z=9\) for next iteration by using \(Z\leq UB-\epsilon\). But there is a risk to cause the model infeasible. Do you have any good suggestion? If I just add \(Z\le UB\), it is slow to help the model to find a good upper bound sometimes.

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  • Jaromił Najman

    Hi,

    We recently added a knowledge base article, which could provide some insight on your problem.

    Best regards,
    Jaromił

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