Do Variable Bounds create constraints in the solver?

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Iason Liagkas

2024年04月10日 08:59

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Hello guys, I am working on the Benders algorithm. I am wondering if I have a problem with a variable x with an upper bound of 1. Does that create a constraint of x<=1 on the solver? Because if that is the case I would have to create a cut for this to debug my algorithm.

Kind  regards
Iason

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  Mario Ruthmair

  • Gurobi Staff

  2024年04月15日 08:01

  Hi Iason,

  Variable bounds are handled specially in the solver and not via an additional constraint. If you need to consider the dual values corresponding to those bounds in your Benders subproblem, you can access the reduced costs via variable attribute RC for basic solutions.

  • If a variable is fixed, then RC is unbounded.
  • If a variable has no bounds, then RC must be 0.
  • If a variable is at its lower bound, RC >= 0.
  • If a variable is at its upper bound, RC <= 0.

  Best regards,
  Mario

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  Iason Liagkas

  2024年04月17日 07:41

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  Thanks Mario.

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