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column generation dual variables

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4 comments

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    You could use the write method to write an LP file before and after adding the new column and analyze what is going on. You should check whether the two model differ in the correct column and check the solution of the two models when you solve them outside of your CG framework. This should provide a good starting point to debug this issue.

    Best regards, 
    Jaromił

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  • Menglei Jia
    First Comment
    First Question

    Thanks for your suggestion, Jaromił. Actually, I have written the formulations down and the column is correctly added into the RMP, and correspondingly, the optimal solution of the RMP is also changed, it seems everything is correctly going on except the dual variables. It is strange. However, recently I have some new findings: In my RMP, there is a constraint such that sum x=1, and when adding a column, I restricted it both about LB and UB (LB=0, UB=1). I tried to discard the UB restriction, then the problem is no longer exists. It seems that something is wrong with the bounds as mentioned here

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    I tried to discard the UB restriction, then the problem is no longer exists. It seems that something is wrong with the bounds as mentioned here

    This behavior is explained by Tobias on the post you linked. It is not wrong behavior but an effect of using finite upper bounds. You don't need upper bounds of \(1\) for your \(x\) variables because each \(x\) cannot be larger than 1 anyway due to the equality constraint \(\sum x = 1\).

    Best regards, 
    Jaromił

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  • Menglei Jia
    First Comment
    First Question

    Thank you for your further explanation, now I got it!

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