Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

\

Getting a solution with discrete variables having integer values when using rmip is more of an exception than a rule. I am not familiar with the column generating thing but i guess solving the problem using mip instead of rmip might do the trick.

Regards, Milos

On Feb 22, 2012 10:10 AM, “kripuhh” wrote:

Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

–

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column generation is for solving lp problems (for example the lp

relaxation of a mip problem). if you want an integer solution you

could add a rounding heuristic that fixes variables to integer values

at some point of the procedure. another option is the more complicated

branch and price.

On 22 Feb., 10:07, kripuhh wrote:

Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

\

Thanks for your quick response!

It is very helpful.

2012/2/22 Matthes

column generation is for solving lp problems (for example the lp

relaxation of a mip problem). if you want an integer solution you

could add a rounding heuristic that fixes variables to integer values

at some point of the procedure. another option is the more complicated

branch and price.

On 22 Feb., 10:07, kripuhh wrote:

Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

To post to this group, send email to gamsworld@googlegroups.com.

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Dear Kristine,

Another alternative is to solve a mip problem with all the columns

from the Column Generation algorithm. It will return a feasible

solution for your original problem.

regards,

Luiz Carlos.

On 2/22/12, Kristine Puritz wrote:

Thanks for your quick response!

It is very helpful.

2012/2/22 Matthes

column generation is for solving lp problems (for example the lp

relaxation of a mip problem). if you want an integer solution you

could add a rounding heuristic that fixes variables to integer values

at some point of the procedure. another option is the more complicated

branch and price.

On 22 Feb., 10:07, kripuhh wrote:

Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

–

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\

Thank you, Luiz.

Thats excatly, what I do. But there’s no guaranty that the solution is optimal.

I was wondering if there is a way to get the optimal solution of the mip without implementing a whole branch-and-price algorithm.

Am 23.02.2012 16:53 schrieb “Luiz Carlos Sousa” :

Dear Kristine,

Another alternative is to solve a mip problem with all the columns

from the Column Generation algorithm. It will return a feasible

solution for your original problem.

regards,

Luiz Carlos.

On 2/22/12, Kristine Puritz wrote:

Thanks for your quick response!

It is very helpful.

2012/2/22 Matthes

column generation is for solving lp problems (for example the lp

relaxation of a mip problem). if you want an integer solution you

could add a rounding heuristic that fixes variables to integer values

at some point of the procedure. another option is the more complicated

branch and price.

On 22 Feb., 10:07, kripuhh wrote:

Hey guys,

I want to solve a (mixed) interger problem by a column generating

method in GAMS. The masterproblem (lp-relaxation) should be solved by

an mrip-solver. The variables of the master problem are defined as

binary variables.

When I tested it for small instances everything went well. But for

larger examples the solution contains non-integer values like 0.5 or

0.125.

Has anybody an idea what’s the reason? Hope to get a response.

–

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