Questions tagged [dual]
The dual tag has no usage guidance.
22
questions
1
vote
1
answer
62
views
Termination criterion for the Phase 1 algorithm in column generation
To initialize column generation, I obtain a feasible set of columns via the following Phase 1 algorithm. The restricted master problem for this algorithm is formulated as follows.
\begin{equation}
min ...
- 615
1
vote
3
answers
73
views
The dual values and change in the variables values
For a constraint as Ax <= b, the dual shows the change in the objective function if the RHS increases by 1 unit. Now my question is that how we can determine how the optimal values will change by 1 ...
- 400
0
votes
0
answers
107
views
Dual of a LP with a variable restricted to be negative
I have to find the dual of following LP:
Minimize $ x_1 + x_2 + x_3$
subject to
$4x_1 + 8x_2 \geq3$
$7x_2 + 4x_3 \leq 6$
$3x_1 - 2x_2 + 5x_3 = 7$
$x_1 \leq 0, x_2 \geq 0, x_3$ is unrestricted
I ...
- 1
4
votes
1
answer
214
views
Understanding reduced costs and dual values
I have a headache regarding calculating the reduced costs of a linear program. I am using Pulp for modelling and CBC for solving.
What I do is, I model a linear programming problem based on a rhs ...
- 1,133
3
votes
0
answers
127
views
How to find robust counterpart of sum of logit functions?
Suppose function $\mu_i(y):\mathbb{R} \rightarrow \mathbb{R}$ is a logit function, $\mu_i(y)=1/(1+\exp(-y))$. Also, we assume that $\mathbf{x}_i\in \mathbb{R}^d$ and $\theta \in \mathbb{R}^d$. I am ...
- 2,150
2
votes
1
answer
285
views
CPLEX stuck in solve method - dual simplex solved model
I am solving a (rather large) MILP in CPLEX in Java. I also wrote a solution extractor method, which works most of the time. However, when CPLEX tries to solve my problem with the dual simplex method ...
- 29
1
vote
1
answer
66
views
Developing the dual model
I have the following linear program:
\begin{equation}
\min \sum_{\vec{s} \in S} \sum_{\vec{z} \in \Xi_{\vec{s}}} c(\vec{s}, \vec{z}) \times \chi(\vec{s}, \vec{z}) \label{eqADP4}
\end{equation}
\...
- 615
1
vote
0
answers
65
views
Dual of a quadratic constraint
This is my model.
\begin{align}
\min_x&\quad\sum_{e\in E} X_e p_e \\
\text{s.t.}&\quad\sum_{e \in E: T(e)=i} X_e - \sum_{e \in E: H(e)=i} X_e = \begin{cases}1, \;\text{if}\;i=s\\-1,\;\text{if}...
- 517
1
vote
1
answer
151
views
Help with dual of a problem
Could anyone confirm me if I write the correct dual for my problem? The different sets confuse me a lot.
$s$ is the source node and $t$ the sink node.
I'm uncertain if the last dual constraint in ...
- 517
3
votes
0
answers
66
views
Dual of the alternative solutions
Suppose we have two alternative solutions for a linear program. Are their corresponding dual solutions the same? (in terms of the values for each dual variable)
- 400
2
votes
1
answer
297
views
Finding the dual problem of a minimum problem
How to convert the following primal problem into its dual problem:
\begin{align}
\min_{x,z}&\quad a^\top x + b^\top z\\\text{s.t.}&\quad Ax-d \le Cz \\&\quad x\ge 0, z \le 0.
\end{align}
I ...
- 131
3
votes
1
answer
217
views
Electricity market clearing price using fixed-MIP formulation?
Dual information of electricity markets clearing problem is required to calculate the marginal clearing price. As most electricity market problems are based on MIP (and dual information of MIP is not ...
- 189
0
votes
1
answer
2k
views
Is optimal solution to dual not unique if optimal solution to the primal is degenerate?
If optimal solution to the primal is degenerate, does it necessarily follow that optimal solution to dual not unique? That is, is uniqueness an unnecessary assumption?
Spin-off from here.
In my ...
- 59
4
votes
1
answer
390
views
Derive "true" shadow price for degenerated LPs using commercial solvers (e.g. Gurobi)
In linear programming for an optimal primal degenerate solution the values of the dual variables are in general not identical with the corresponding shadow prices. Several proposals on how to find the ...
- 93
2
votes
0
answers
68
views
Deriving KKT Conditions for time-step equations
I have a variable $e(h)$, and below is the part of the Lagrangian equation where I am taking the derivative with respect to $e(h)$.
$$\frac{\partial }{\partial e(h)} \hspace{.2cm}\mu_1(h)(e(h)-\bar{E}...
- 793
5
votes
1
answer
928
views
Physical Interpretation of a dual of an LP
I was recently asked to physically interpret a dual of an LP for an audience who does not know mathematics/OR (without LP, dual, bounds, etc.). Though I attempted it and was very close to what the ...
- 668
2
votes
1
answer
138
views
On dual-formulation of a given primal for a set-covering problem
I need to solve an LP-relaxation of an airline crew pairing optimization problem (CPOP). The problem formulation is a modified SCP and is as follows:
Primal of the CPOP:
\begin{align}\min&\quad\...
- 668
5
votes
1
answer
149
views
Dual variables associated with same equation for different time instants
I have three equations that are essentially the same equation defined for three time instants. The equations are basically calculating the state of energy of an energy storage facility.
\begin{align}
...
- 793
3
votes
0
answers
46
views
Derivations for two formulae for obtaining optimal dual variable values from the optimal primal tableau
We're being taught Industrial Engineering and Operations Research for the first time this semester. Referring to the book by Hamdy A. Taha, I noticed the mention of two formulae for swiftly obtaining ...
- 131
7
votes
0
answers
87
views
KKT conditions validation- one dual variable equating to two values
I have the following optimization problem:
\begin{alignat}2\min &\quad A(t)\cdot x(t)-B(t)\cdot y(t)+C(t)\cdot z(t)-D(t)\cdot k(t)\\\text{s.t.}&\quad z(t)+z_1(t)-y(t)-y_1(t)+x(t) = k(t);&...
- 793
9
votes
1
answer
177
views
Finding Dual Objective
I have the following simplified optimization problem:
\begin{align}\max &\quad ax+by\\\text{s.t.}&\quad0 \le x \le \overline X\\&\quad0 \le y \le\overline Y\\&\quad z = E-x+\beta\cdot ...
- 793
19
votes
3
answers
1k
views
Column generation stabilisation
Has anyone performed a benchmark of the various stabilisation techniques in column generation? Which ones perform better for set pack/partition/cover problems like VRP? And are there theoretical ...
- 1,235