At each iteration of the column generation approach, must the value of the MP's objective function change?
I am implementing a column generation approach to my problem.
The Master Problem (MP) is initialized with some initial columns. Then, the MP is solved and in sequence, the pricing subproblem is solved. Some columns with negative reduced costs are found and added to the MP. The MP is solved once again with these new columns, but the value of the objective function of the MP does not change in this iteration. Can it happen? Or does it mean that I am doing something wrong? In the end, the method converge.
optimization
asked May 28 '18 at 12:40
rbl
112
add a comment |
I am implementing a column generation approach to my problem.
The Master Problem (MP) is initialized with some initial columns. Then, the MP is solved and in sequence, the pricing subproblem is solved. Some columns with negative reduced costs are found and added to the MP. The MP is solved once again with these new columns, but the value of the objective function of the MP does not change in this iteration. Can it happen? Or does it mean that I am doing something wrong? In the end, the method converge.
optimization
asked May 28 '18 at 12:40
rbl
112
add a comment |
I am implementing a column generation approach to my problem.
The Master Problem (MP) is initialized with some initial columns. Then, the MP is solved and in sequence, the pricing subproblem is solved. Some columns with negative reduced costs are found and added to the MP. The MP is solved once again with these new columns, but the value of the objective function of the MP does not change in this iteration. Can it happen? Or does it mean that I am doing something wrong? In the end, the method converge.
optimization
asked May 28 '18 at 12:40
rbl
112
I am implementing a column generation approach to my problem.
The Master Problem (MP) is initialized with some initial columns. Then, the MP is solved and in sequence, the pricing subproblem is solved. Some columns with negative reduced costs are found and added to the MP. The MP is solved once again with these new columns, but the value of the objective function of the MP does not change in this iteration. Can it happen? Or does it mean that I am doing something wrong? In the end, the method converge.
optimization
optimization
asked May 28 '18 at 12:40
rbl
112
asked May 28 '18 at 12:40
rbl
112
asked May 28 '18 at 12:40
rbl
112
asked May 28 '18 at 12:40
rbl
112
asked May 28 '18 at 12:40
rbl
112
112
add a comment |
add a comment |
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