Decision Optimization

Decision Optimization

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  • 1.  LP - perturbation problem

    Posted 10/30/12 06:34 PM

    Originally posted by: JDalal


    I am implementing Benders Decomposition. While solving the dual subproblem (a maximization LP), I get the following error: (Small toy example works fine, though). Any suggestion what to do???
    Tried aggregator 1 time.
    LP Presolve eliminated 7726 rows and 5153 columns.
    Reduced LP has 424 rows, 458 columns, and 2103 nonzeros.
    Presolve time = 0.02 sec.
    Initializing dual steep norms . . .

    Iteration log . . .
    Iteration: 1 Scaled dual infeas = 361128.000000
    Iteration: 62 Scaled dual infeas = 201727.999988
    Iteration: 153 Scaled dual infeas = 41008.999979
    Iteration: 196 Scaled dual infeas = 4697.000000
    Iteration: 274 Scaled dual infeas = 4697.000000
    Perturbation started.
    Iteration: 297 Scaled dual infeas = 4696.999998
    Iteration: 397 Scaled dual infeas = 4696.999991
    Iteration: 555 Scaled dual infeas = 4696.999981
    Iteration: 761 Scaled dual infeas = 4696.999965
    Iteration: 1002 Scaled dual infeas = 4696.999948
    Removing perturbation.
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  • 2.  Re: LP - perturbation problem

    Posted 10/30/12 06:35 PM

    Originally posted by: JDalal


    Just to add some detail: I am using c++/cplex 11 (Concert).
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  • 3.  Re: LP - perturbation problem

    Posted 10/30/12 06:49 PM

    Originally posted by: T_O


    This is not an error. CPLEX is trying to avoid degeneracy.

    Best regards,
    Thomas
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