[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.
----------------------+-----------------------------------------------------
  Reporter:  kmartin  |      Owner:       
      Type:  defect   |     Status:  new  
  Priority:  minor    |    Version:  trunk
Resolution:           |   Keywords:       
----------------------+-----------------------------------------------------

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.

-- 
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.



More information about the Dip-tickets mailing list