Originally posted by: Yigiter
We solve very large set partitioning models, which CPLEX can not solve to optimality. Due to the high degeneracy, CPLEX cannot return even a good feasible solutions in a reasonable time. Therefore, we implement a Lagrangian relaxation heuristic and a dual ascent procedure to obtain good feasible solutions. Dual ascent procedure iteratively performs constraint-wise reduced cost update so eliminating redundant rows and columns will save considerable amount of time.
The people in this area perform preprocessing algorithms to eliminate dominated rows and columns. The rules are really simple but it must be performed in an efficient way. As far as we know, CPLEX can detect the row and column dominations very quickly. This is why, we prefer to use CPLEX rather than implementing our own.
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