Repeated Columns Produced by Column Generation
Hi,
I use Column Generation to solve a problem. It works fine when I do not set the bounds for the new variables and indirectly force them to be less than or equal to 1 with a constraint.
In a different (but very similar) version of the problem, the RHS of the mentioned constraint is not 1 anymore and I have to set the UB=1 for each new column. This change, however, is not very Column Generation friendly and results in repeated columns (re-generating column that already exist in the pool). Seems like setting the bounds hinder dual values from being updated!
I have performed usual and necessary checks e.g., checking LP before and after adding the new column to make sure it is added correctly.
I appreciate any help in advance.
HP
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