[Symphony] Lagrangian relaxation and SYMPHONY

[Ted Ralphs]

It is not really possible to do this automatically in SYMPHONY, but this is
exactly the kind of thing you can do in DIP. There is a caveat, though. The
Lagrangian relaxation-based branch-and-bound implementation in DIP is
incomplete---there is currently no generic branching scheme implemented. I
have an idea about how to do this, but it needs some work. On the other
hand, a complete and fully generic branch-and-bound based on Dantzig-Wolfe
decomposition is available. Since Dantzig-Wolfe decomposition is
theoretically equivalent to Lagrangian Relaxation and and gives you the
same bound, you could easily try this to start with. If you have more
question, please post them over on the DIP mailing list.

Cheers,

Ted

On Fri, Mar 23, 2018 at 10:05 AM, Guido Pantuza - Miziphi <
gpantuza at gmail.com> wrote:

> Dear,
>
> Is it possible (and how) to implement a Branch and Cut based on Lagrangian
> Relaxation using SYMPHONY, Dip or another framework? Basically, I want to
> replace the LP relaxation with Lagrangian relaxation (through the VOL from
> COIN-OR).
>
> Any help would be greatly appreciated!
>
> Thank you very much.
>
>
>
> --
> --
>
> *Guido Pantuza Jr.*
>
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> https://list.coin-or.org/mailman/listinfo/symphony
>
>


-- 
Dr. Ted Ralphs
Professor and Interim Department Chair
Industrial and Systems Engineering
Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted
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