I am trying to solve a MILP by using a branch-and-cut algorithm. It is really difficult to explain here the problem and algorithm details. But here, I try to explain it in a broader sense:
1. We have LP-Relaxation of our original problem (OP) and sub-problems (being solved to generate cuts).
2. At each node we solve the LP-Relaxation of OP + some cuts.
3. If the objective value is less than the upper bound then:
3(a). If branching variables are non-integer pick any one branching variable and create two nodes and resume from step 2.
3(b). If branching variables are integer-valued then solve sub-problems to generate cuts.
3(b)(i). If no cuts were added then update the solution and upper bound.
3(b)(ii). If cuts were added then resume from step 2.
Dear, I am following the above procedure, and unfortunately, my code is not terminated (which means not coming out of the loop).
We would be grateful for any assistance from the community.