From: Jesper Hansen Ph.D.Student (jc 1/2002) <jha_at_imm.dtu.dk>

Date: Wed 05 Feb 2003 08:56:54 AM GMT

Message-ID: <3E40D1D6.6080300@imm.dtu.dk>

Date: Wed 05 Feb 2003 08:56:54 AM GMT

Message-ID: <3E40D1D6.6080300@imm.dtu.dk>

Hi I'm doing a Branch & Price algorithm. Instead of solving the primal master problem, I'm solving the dual master problem, adding rows instead of columns. In this way, I can simply post the generated columns as rows and resolve instead of setting up the entire problem at every resolve. Now, to do branching, I need to access the primal variables or when solving the dual problem the values of the dual variables, in order to check if the solution is integral and if not find constraints to branch on. I notice that fewer dual values are returned by eplex than added rows. This is unfortunate since I don't know which, and what the values are of the remaining. A way around this is to setup and solve the primal master problem in each master iteration, but again I cannot be sure to get all the dual variables to send to the pricing problem. I hope the conclusion is NOT that I'll have to solve both the primal and the dual problem in each iteration, which seems a bit inefficient and cumbersome. Alternatively, if I could be sure that all posted rows were actually sent to the solver without any reductions from ECLiPSe, then I would receive all dual variables of the dual master problem (the primal variables of the primal master problem). Is that possible or do you have any other suggestions? 'Jesper -- _______________________________________ Jesper Hansen Ph.D. student Telephone: (+45) 45 25 33 88 Telefax.: (+45) 45 25 26 73 E-mail: mailto:jha@imm.dtu.dk Homepage: http://www.imm.dtu.dk/~jha/ Department of Mathematical Modelling Building 305 Technical University of Denmark DK-2800 LyngbyReceived on Wed Feb 05 09:00:08 2003

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