The problem that I am working on has an incredible number of columns
(i.e. variables) so that there is simply no way to generate them all.
There about 1300 constraints. My problem is that when I try to solve
this using column generation, it seems to work well for a while though
the reduced costs jump around a fair bit and also seem to level off.
After about 700 columns have been generated AMPL spits out a message
stating that all variables have been eliminated but lower bound = some
very small number in the order of 10^-8. I have tried setting the
tolerance at something bigger than 10^-8 but it seems to simply delay
the time until I get the same message. Any suggestions?
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