I am trying to implement a LP-Relaxed Program. In my real program the variables are binaries and all is fine ex: GRBVar var = model.addVar(0.0, 1.0, 0.0, GRB.BINARY, "x"+job.getJobNumber()+","+jobsOnMachine);.
Now I want to implement a LP-Relaxation where the variables can be between 0 and 1. I tried this formulation : GRBVar var = model.addVar(0, 1.0, 0, GRB.CONTINUOUS, "x"+job.getJobNumber()+","+jobsOnMachine). But still the values are either 0 or 1 and there is no brocken variable.
So the question is how to do that?.
Please sign in to leave a comment.