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4 votes

Can one strengthen the Lagrangian dual bound in column generation when there are multiple subproblems?

Yes, that bound is valid, and you can prove it by exhibiting a dual feasible solution with that objective value. I don’t have my copy handy, but Wolsey’s Integer Programming shows this. In fact, the ...
RobPratt's user avatar
  • 32.3k
3 votes

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
1 vote

Question about Pricing Problem in Column Generation

You don't really derive $y^\prime = c_B^\prime B^{-1}$, you just set $y$ to that expression. At every iteration but the last of the simplex method on the primal problem, $x_B = B^{-1}b$ and $x_N = 0$ ...
prubin's user avatar
  • 39.3k

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