[Dip] Extreme rays and artificial column bounds

[Matthew Galati]

> I'm a bit puzzled by this. CBC 2nd status=7 means the LP-relaxation is
> unbounded (according to "CbcModel.hpp"). But the pricing problems
> generated in my modified block file are all 0-1 Knapsack Problems and
> should never be unbounded, unless the upper bound is also relaxed along
> with the integrality requirement for some reason.


[MVG] Right. If it does return that for one of your knapsack problems -- then it is a CBC bug.

Turn up the log levels to see when that happens:
[DECOMP]
LogDebugLevel    = 3
LogLevel         = 3
LogDumpModel     = 2
LogLpLevel       = 1




 
> Is CBC used for anything besides pricing problems? Your dissertation
> mentions  solving the restricted master problem to optimality to obtain
> valid upper bounds (assuming minimization), so I would assume CBC could
> also be used here.
[MVG] Yes - it is also used to solve the master problem as an IP. That is, it periodically changes the variables in the master problem (lambda) to integers and solves the master as an integer program. This is a heuristic to try and get incumbent solutions for the entire problem. This, in my thesis, is called Price-and-Branch.

Let me know if it is failing in the subproblem or the master IP.