Decision Optimization

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optimal solution gives reduced cost 'zero' in column generation

  • 1.  optimal solution gives reduced cost 'zero' in column generation

    Posted Mon June 20, 2016 04:49 AM

    Originally posted by: abhzap


    Hi All,

         I have a minimization master problem, so, the CG should terminate when the reduced cost (objective value of the pricing problem) is non-negative.

         The issue is that my pricing problem solution gives the optimal column but since the reduced cost for it is 0 (nonnegative), this column does not get added to the master problem and the CG terminates.

         I have tried to reduce my epsilon tolerance to 1.0e-9 but it does not help. 

         Is it that I am disregarding certain dual values whose value is too small? If so, can anyone point out to me the CPLEX parameter that sets the dual value tolerance

         Any other insight  will be much appreciated.

    Thanks,

    abhzap

     

     

     

     

     

     

     


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