Can I separate one question into two subproblems with one binary variable constrain and other continuous constrains? Or if there is any other way to decide the binary variables exactly?

Sorry for poor English.... Thank everyone!!

asked 07 Aug '17, 08:58

alan2610107's gravatar image

accept rate: 0%

Could you please give some details about the problem you're solving? If you need more information about decomposing the problem at hand, I'd recommend reading the works of J.F. Beasley and Monique Guignard. You'll find Section 8 in "Lagrangean Relaxation" by Monique Guignard particularly helpful.

(07 Aug '17, 09:29) crypto

I think the best way to decompose your problem into two sub problems can be the use of Benders decomposition techniques. Using Bender's decomposition technique you can have two sub problems, where one sub problem would be with binary variables and the master problem would be with continuous variables or vice versa is also possible. I would suggest reading "Geoffrion A. M., Generalized Benders Decomposition. J. Optimization Theory Applic. 10, 237 (1972)". It also depends on your problem that which decomposition technique would be best.


answered 07 Sep '17, 04:43

Saem's gravatar image

accept rate: 50%

edited 07 Sep '17, 04:45

Thank you very much!!!

I appreciate your answer :)

I have another question.

I want to decompose my MILP problem into N(N>0) problems with each corresponding node but my constrain includes the dependent term(this term has other node's information).

How can I do to separate my problem?

Thank everyone!!!!


answered 07 Sep '17, 10:50

alan2610107's gravatar image

accept rate: 0%

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Asked: 07 Aug '17, 08:58

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Last updated: 07 Sep '17, 10:50

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