Posted By
Laszlo Ladanyi
Fri May 08, 2020 03:47 AM
Found In
Egroup:
Decision Optimization
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Note that if your tolerance for suboptimality is 0, i.e., you are really looking for alternate optimal solutions, then you can have a much faster algorithm. In theory, for LPs you can replace step 2 with fixing all variables with nonzero reduced cost to their current bounds (they must be out-of-basis ...
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