Decision Optimization

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Getting no termination in branch-and-cut-algorithm

  • 1.  Getting no termination in branch-and-cut-algorithm

    Posted Tue January 31, 2023 02:18 AM
    Hello Dear!!!
    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.