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?
NOTICE: developerWorks Community will be offline May 29-30, 2015 while we upgrade to the latest version of IBM Connections. For more information, read our upgrade FAQ.
This topic has been locked.
2 replies Latest Post - 2013-03-29T16:50:18Z by SystemAdmin
Pinned topic Degeneracy in Mixed Integer problem
Answered question This question has been answered.
Unanswered question This question has not been answered yet.
Updated on 2013-03-29T16:50:18Z at 2013-03-29T16:50:18Z by SystemAdmin
AlexFleischer 270002VCBK1126 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