[Coin-discuss] Node and Cuts

Heesu Hwang hxh9528 at omega.uta.edu
Tue Aug 30 17:53:03 EDT 2005


Dear, Francois.

One of my constrains is a quadratic constraint, and I am generating many
Kelley cuts to linearize the constraint, one in each iteration.
I may say they are sort of standard cutting planes.

In the down branch the constraint is exactly same as what I've
formulated.
But in the up branch COIN inserted a slack variable, and made RHS value
really large one.

e.g., original constraint
... + 11099349.071 x52 <= 74721766.068
became
...+ 11099349.071 x52 - Rgc31  = -1e+20

Could you explain why COIN inserts the slack variable instead of using
exactly same constraint? 

Thanks,

Peter.

>>
>> 2. The cuts in down branch is different from those in the up branch. 
>> An inequality cut in down branch becomes an equality cut with a slack

>> variable in up branch. I am afraid these different cuts make 
>> unexpected result. Does anyone have an idea, how I can keep the same 
>> cuts?

> What does "keep the same cut" mean? What are these cuts? Standard
cutting planes? Branching cuts?

> Francois
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