3 votes

How to modify master problem and individual sub problems in column generation?

Your problem is: \begin{align} &\text{minimize} &\sum_t \sum_s \text{slack}_{ts} \\ &\text{subject to} &\sum_i \text{motivation}_{its} + \text{slack}_{ts} &= \text{demand}_{ts} &...
RobPratt's user avatar
  • 31.5k
2 votes

Help with formulating the objective function of my subproblem

Your original problem is: \begin{align} &\text{minimize} &\sum_t \sum_s \text{slack}_{ts} \\ &\text{subject to} &\sum_i x_{its} + \text{slack}_{ts} & = \text{Demand}_{ts} &&...
RobPratt's user avatar
  • 31.5k
1 vote

Weighted sum in the objective function

We typically normalize on seconds, minutes xor dollars, for as far as that is possible. And then leave it to a business stakeholder alignment meeting to tweak the weights. But normalization is not ...
Geoffrey De Smet's user avatar

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