Originally posted by: skkim
Yes, I know that. And we have the name for it.
It is just that one of my colleagues made the code to add the constraints by each iteration when columns are added, which is not correct.
The algorithm was using the dual values from each constraint.
So, once we fixed the bug, we thought the new columns added after each iteration should be different than before we fixed the bug.
However, it turned out to be exactly same, which is very weird, so I thought the constraints were inserted at the top, which might be very costly in terms of performance.
#CPLEXOptimizers#DecisionOptimization