[Coin-symphony] Fix the variables

[Yossiri Adulyasak]

Hi Ted,

Thanks for your reply.  You understood correctly.  In essence, we try to use
column generation to solve an IP without using Branch-and-Price.  That is,
we generate columns outside of B&B tree.

Here's an outline of our column generation algorithm:
1. Formulate a Restricted Master Problem (RMP) with subset of columns from
the original problem.
2. Solve the above RMP in B&B to IP optimal.
3. Use the optimal IP solution, to price and generate columns.
4. Solve the RMP + additional columns generated in B&B to optimality.
5. Repeat 3 and 4, until no more columns are generated.

Now, in Step 3, we need dual information to price the columns.  And I guess
here's where I confused you.  I used to work with CPLEX; in CPLEX it allows
users to obtain dual info of the optimal IP solution (or more correctly, of
the LP relaxation solution at the optimal B&B node) by changing the problem
type from IP to LP-fixed, in which, all variables are fixed at the IP
solution.  I think what CPLEX does (to fix those variables) is to solve LP
relaxation with the conditions at that B&B node to reproduce the integer
solution and hence dual info.  That is, it does not literally fix the
variables.  (So, I confused you when I said we tried to fix the
variables.)

So, the question is, can we do the same thing with SYMPHONY/CLP?

Many thanks for your help.  I appreciate you time and help.

Cheers,


> --
> -Yossiri Adulyasak- Graduate Student
> Transportation engineering Program
> Department of Civil Engineering
> Chulalongkorn University
> Thailand
>
 a.yossiri -at- gmail.com
>
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