I am trying to solve a MIP formulation using CG. It is hoped that each time adds a column into RMP, the dual variables will change and a new column can be obtained by solving PP. However, after adding a new column to the RMP, the dual variables are not changed. I am sure that the RMP has changed, and the unchanged dual variables do not meet the dual problem of the changed RMP. My question is why dual variables are not changed? Are there any approaches to diagnose it?
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