Decision Optimization

Decision Optimization

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How to add my own Gomory CUts

  • 1.  How to add my own Gomory CUts

    Posted Mon November 17, 2014 07:05 AM

    Originally posted by: Allexandre


    Hi,

    I would like to add my own Gomory cuts into my formulation, Could you provide me how to access the columns values for my slack variables to generate these cuts?

    Thanks,

    Allexandre.


    #DecisionOptimization
    #MathematicalProgramming-General


  • 2.  Re: How to add my own Gomory CUts

    Posted Sun November 23, 2014 08:44 PM

    Originally posted by: Allexandre


    So,

    Theres only thing missing for me be able to add my onw Gomory cuts: How can I add a row only with the slack variables? 

    I catcch the basic variables with CPXXgetbhead, now, for each line where I don't have an integer value, I want to add GC. But how do I have to refer to my slack variables? Since, CPXXgetbheadgive me back negative index values for slack, but matind can't have negative indexes...

    Thanks


    #DecisionOptimization
    #MathematicalProgramming-General