What I have here is a model with heuristics as solution procedure. One of my parameter has the lower bound of 0 [>=0] and during the run-time, the heuristic generates columns and then I am using the columns generated so far to solve a LP.

The problem here is after generating 6 columns, the heuristic stops. When I tried to do the calculation on paper, I found that at 7th iteration, the value goes -1. I did define the lower bound as

    param cgmatrix[INPUT, PATTERN] >=0;

Is it required to define a condition like this:

    if x1-x2 <0 then { x1-x2 = z; }

I am modeling this in AMPL and really appreciate your inputs on where it could have gone wrong.

asked 31 Jan '12, 01:45

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Pavan
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If you are getting cgmatrix[i,p] = -1 for some i,p when you solve by hand, it seems likely your heuristic is incorrect/invalid. Can't really say more than that without seeing the full model and heuristic (and I'm not asking to see them).

(31 Jan '12, 17:07) Paul Rubin ♦♦
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Asked: 31 Jan '12, 01:45

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Last updated: 31 Jan '12, 17:07

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