[BCP] Maximization and positive reduced costs

[Laszlo Ladanyi]

Hello,

BCP treats only minimization problems, so you will have to multiply every 
cost you pass in by -1.

--Laci



From:
George Tzallas-Regas <george.tzallas-regas at imperial.ac.uk>
To:
<bcp at list.coin-or.org>
Date:
04/20/2010 11:57 AM
Subject:
[BCP] Maximization and positive reduced costs
Sent by:
bcp-bounces at list.coin-or.org



Dear all,

I am trying to use BCP for a maximization in a Vehicle Routing Problem.
The subproblem generates routes by appropriately maximizing an
objective function. I also use the virtual method

    OsiSolverInterface::setObjSense (-1)

(for the appropriate object of course) in the virtual method of

    BCP_lp_user::initialize_solver_interface ()

My columns, since it is a maximization problem have a positive
reduced cost. Although I have changed the master problem to
maximization, the columns I add in

    BCP_lp_user::vars_to_cols (...)

are removed, since they have a positive reduced cost. One would
expect though, that for maximization they would be acceptable.
Is there something I can do for this, apart from the obvious (which
I have tried) change of adding a column, the objective of which is
the negative of the value of the column? I am just familiarising myself
with Bcp, so I am not confident doing so.

Regards

George

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