Skip to main content
17 votes
Accepted

Column generation stabilisation

Stabilization methods are tricky. Dual optimal inequalities are you best chance to obtain significant speed ups. Basically they prevent a bunch of useless dual values by exploiting problem-specific ...
Claudio Contardo's user avatar
9 votes

Column generation stabilisation

Has anyone performed a benchmark of the various stabilization techniques in column generation? ... implemented in SCIP ... The thesis "Generic Branch-Cut-and-Price" (.PDF), by Gerald Gamrath (and ...
Rob's user avatar
  • 2,110
9 votes
Accepted

Dual variables associated with same equation for different time instants

You do not have $3$ constraints, you have $T$ constraints. For example, if $T=5$, then we have \begin{align}e(1)&=e(0)-d(1)+\eta\cdot c(0)\tag{1}\\e(2)&=e(1)-d(2)+\eta\cdot c(1)\tag{2}\\...
Siong Thye Goh's user avatar
8 votes
Accepted

Finding Dual Objective

For each variable, you need to define a constraint in the dual problem and likewise, for each constraint in the primal problem, you will have a dual variable. \begin{align}\min&\quad\overline X\...
Oguz Toragay's user avatar
  • 8,652
7 votes

Column generation stabilisation

In our JOC paper (Pessoa et al.) mentioned by Claudio, we have performed comparison (on 9 different problems including VRP) between some penalty function approaches and dual price smoothing (both are ...
Ruslan Sadykov's user avatar
5 votes
Accepted

Derive "true" shadow price for degenerated LPs using commercial solvers (e.g. Gurobi)

I find the phrase "true shadow prices" misleading, and the use of "falsified" even more so, since the shadow prices any reputable solver returns are valid shadow prices ... ...
prubin's user avatar
  • 39.3k
5 votes
Accepted

Physical Interpretation of a dual of an LP

The dual variables represent the marginal effect on the primal objective (total units purchased) per unit change in each primal constraint limit. So increasing (decreasing) the required amount $A_m$ ...
prubin's user avatar
  • 39.3k
4 votes

Is optimal solution to dual not unique if optimal solution to the primal is degenerate?

If I understand your question correctly, I think you can find your answer by considering the following two primal problems. The first is \begin{alignat*}{2} & \max & x_{1}\\ & \textrm{s....
prubin's user avatar
  • 39.3k
3 votes
Accepted

Electricity market clearing price using fixed-MIP formulation?

I've gained sufficient information in last couple of weeks to write an answer myself. As a prerequisite to the discussion, please note the difference between uniform vs non-uniform market clearing ...
Amrit Gill's user avatar
3 votes
Accepted

On dual-formulation of a given primal for a set-covering problem

It does not look correct, and in particular the dual of an LP is an LP, so it makes no sense to have a binary variable in the dual. I suspect what led you astray was a misunderstanding of the penalty ...
prubin's user avatar
  • 39.3k
3 votes
Accepted

Termination criterion for the Phase 1 algorithm in column generation

The termination criterion is the same because the primal objective value is $0$ if and only if the dual objective value is $0$. Your dual formulation is almost correct, but you are missing $a$ and $b$ ...
RobPratt's user avatar
  • 32.3k
3 votes
Accepted

Help with dual of a problem

Looks almost correct to me. Two issues: Your $ \le$ dual constraints suggest that you omitted $X_a \ge 0$ in the primal. If instead $X_a$ is free, then your dual constraints should be $=$. Your ...
RobPratt's user avatar
  • 32.3k
2 votes

CPLEX stuck in solve method - dual simplex solved model

You are solving a MIP not just an LP. Dual simplex solves the LP relaxation of the MIP. After that, the branch and cut process starts. That will usually take even more time than solving the root node/...
Sune's user avatar
  • 6,552
2 votes
Accepted

Developing the dual model

Your first dual constraint is wrong. The term $(1-\lambda)\times y^1$ should be included in the left side of the second dual constraint.
prubin's user avatar
  • 39.3k
2 votes
Accepted

Finding the dual problem of a minimum problem

Primal Problem $$\begin{align} \text{minimize} \quad & \sum_{i=1}^n a_i x_i + \sum_{i=1}^n b_i z_i \\\ \text{subject to} \quad & A\mathbf x-\mathbf d \le C\mathbf z \\ & x_i \ge 0 \quad \...
marco tognoli's user avatar
2 votes

Dual to Primal conversion

As the problem contains only two decision variables, it would always be worth to investigate its schematic form. The feasible solution to the primal problem is as follows: And the optimal solution to ...
A.Omidi's user avatar
  • 8,950
1 vote
Accepted

The dual values and change in the variables values

Let $\bar{A}$ and $\bar{x}$ be $A$ and $x$ augmented by slack variables, so that the constraints become $\bar{A} \bar{x} = b.$ The LP solution partitions $\bar{A} = [B N]$ (after permuting columns if ...
prubin's user avatar
  • 39.3k
1 vote
Accepted

Understanding reduced costs and dual values

One of the best possible ways for the models with some difficulties to understand how the model can be treating in the solving process, specifically in the situations like infeasibility, comparing ...
A.Omidi's user avatar
  • 8,950

Only top scored, non community-wiki answers of a minimum length are eligible