[Dip-tickets] [Dip] #47: Problem with bounds on variables at the root node.
Dip
coin-trac at coin-or.org
Fri Sep 3 22:13:22 EDT 2010
#47: Problem with bounds on variables at the root node.
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Reporter: kmartin | Owner:
Type: defect | Status: new
Priority: minor | Version: trunk
Resolution: | Keywords:
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Comment (by mgalati):
This constraint is a branching constraint for the original var x(15)'s UB.
The mapping from x to lambda space defines why you see lambda in the
constraint. The sBL is a slack used to ensure we can move in and out of
Phase I and II easily. So, in general the constraint will look like -s +
sum{s} lambda[s] >= x.ub.
However, in the root node, the branching constraints are not relevant yet
since the subproblems will enforce the original column lb/ubs -- i.e.,
each extreme point returned by the oracle will already satisfy those
bounds. We only need these constraints in the branch and bound tree - not
in the root. So, in the root node we "relax" these constraints by setting
the rhs = -infinity (for >=).
NOTE: These constraints are also unnecessary if the branching is enforced
in the subproblems. This can be done parametrically with
BranchEnforceInMaster or BranchEnforceInSubProb.
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Ticket URL: <https://projects.coin-or.org/Dip/ticket/47#comment:1>
Dip <https://projects.coin-or.org/Dip>
An extensible software framework for implementing decompositon-based bounding algorithms for use in solving large-scale discrete optimization problems.
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