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  • Latest Post - ‏2013-02-02T16:19:28Z by SystemAdmin
SystemAdmin
SystemAdmin
7929 Posts

Pinned topic generating same cut to the master problem

‏2013-01-23T23:47:12Z |
Hi All
I am implementing a bender decomposition based algorithm for my supply chain network design problem by using IBM ILOG concert tech. 12.3. I am not using bendersCallback , instead every iteration I am solving dual formulation of the sub problem to generate cut to the master problem. I am tracking the added cut to the master problem at each iteration. After several iterations , I found that same cut is added to the master problem and the cut look like w[1]+w[2]+w[3]+w[7]==0 for binary variable set w[i] in the master problem.In fact I have three types of integer variable in the master problem.Can anyone please give me an idea what could be reason behind of it?
Thanks in advance.
Roni
Updated on 2013-02-02T16:19:28Z at 2013-02-02T16:19:28Z by SystemAdmin
  • SystemAdmin
    SystemAdmin
    7929 Posts

    Re: generating same cut to the master problem

    ‏2013-02-02T16:19:28Z  
    The first thing to do is check to verify that the cut being added is actually violated by the master solution that generates it. The most common cause of a cut being added multiple times is that the cut is generated incorrectly.

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)