I am developing a column generation algorithm and my sub problem has binary variables.
My problem is that sometimes there are some degenerate solution for my sub problem. which causes to no improvement in the solution and stopping algorithm.
Is there any tool in Opl Cplex to avoid degeneracy or finding all solutions with the same objective function with integer (binary) variables?
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2 replies Latest Post - 2013-03-29T16:50:18Z by SystemAdmin
Pinned topic Degeneracy in Mixed Integer problem
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Updated on 2013-03-29T16:50:18Z at 2013-03-29T16:50:18Z by SystemAdmin
AlexFleischer 270002VCBK1074 PostsACCEPTED ANSWER
Re: Degeneracy in Mixed Integer problem2013-03-29T09:30:42Z in response to SystemAdminHi,
maybe you should have a look at solution pools.
The solution pool allows you to generate and store multiple solutions to a mixed integer programming (MIP) model. This feature uses an extension of the IBM ILOG CPLEX branch-and-cut algorithm to generate multiple solutions in addition to the optimal solution.
You have an example in /warehouse/solpoolscript.mod