Decision Optimization

Decision Optimization

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generating same cut to the master problem

  • 1.  generating same cut to the master problem

    Posted Wed January 23, 2013 06:47 PM

    Originally posted by: SystemAdmin


    Hi All
    I am implementing a bender decomposition based algorithm for my supply chain network design problem by using IBM ILOG concert tech. 12.3. I am not using bendersCallback , instead every iteration I am solving dual formulation of the sub problem to generate cut to the master problem. I am tracking the added cut to the master problem at each iteration. After several iterations , I found that same cut is added to the master problem and the cut look like w[1]+w[2]+w[3]+w[7]==0 for binary variable set w[i] in the master problem.In fact I have three types of integer variable in the master problem.Can anyone please give me an idea what could be reason behind of it?
    Thanks in advance.
    Roni
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: generating same cut to the master problem

    Posted Sat February 02, 2013 11:19 AM

    Originally posted by: SystemAdmin


    The first thing to do is check to verify that the cut being added is actually violated by the master solution that generates it. The most common cause of a cut being added multiple times is that the cut is generated incorrectly.

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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