Hi!!..
I am solving a large scale MIP problem by separating it into master problem and sub problem.
At first, I am using branch and cut approach.In this case, I am applying callbacks.
Later, I am taking the solution vectors of master problem from the earlier approach and solve only the subproblem (like enumeration method) by using general Cplex solver.
But in both cases, I am getting different optimal values (values like 22.235 X10^6 by first method and 18.34X10^6 by second one)for large scale problem(contains 100 nodes or larger). In this case, I need to say that these optimal values are same (two methods provide same optimal values) for small scale problem(nodes<=30)
My Question is as follow:
is it expected to get different optimal values in such cases?
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#DecisionOptimization