Originally posted by: A.Omidi
Hello everybody
I try to solve a problem with D-W decomposition method. The problem has two sets of 3 subproblems and 1 master problem that must update in an iterative manner.
Original problem is:
{min −4x1 − x2 − 6x3; | s.t: 1<=x1<=2; 1<=x1<=2; 1<=x1<=2; 3x1 + 2x2 + 4x3<=17;} "The last constraint is hard and must be relax.
subproblems set 1 is in the below form:
sub problems_1 : min -x1; s.t: 1<=x1<=2; "that solution of: x1=2"
sub problems_2 : min -x2 ; s.t: 1<=x2<=2; "that solution of: x2=2"
sub problems_3 : min -x3 ; s.t: 1<=x3<=2; "that solution of: x3=2"
The objective function of the relaxed problem is z(1) = −22 and the complicating constraint value is r(1) = 18.
subproblems set 2 is in the below form:
sub problems_1 : min x1; s.t: 1<=x1<=2; "that solution of: x1=1"
sub problems_2 : min x2 ; s.t: 1<=x2<=2; "that solution of: x2=1"
sub problems_3 : min -x3 ; s.t: 1<=x3<=2; "that solution of: x3=2"
The objective function of the relaxed problem is z(2) = −17 and the complicating constraint value is r(2) = 13.
Could you tell me please, how can I solve 2 sets of subproblems together in an iterative manner and save some of the variables and duals using the main block for use in the next iter solution?
Best regards
#DecisionOptimization#OPLusingCPLEXOptimizer