I am using GLPKMEX to develop my project now. It is a branch-and-price
problem, and I use GLPK to solve Lagrangian relaxation's master and sub
problems. The subproblem is like the following:
min y - sum(ui*xi)
s.t. sum(wi*xi) <= c*y
xi + xj <= 1 (for some (i,j))
xi, y are binary
(variables are xi and y)
When there are 80 variables, it takes 9 minutes to run out a solution. But if
there are 100 variables, it will take more than 3 hours. And I do belive that
most of the time is in subproblem mentioned above. Do you think it is normal
for 100 variables to take that long time? Or do I need to do some special
settings for large scale problem? But acturally I don't think 100 variables
is "large" scale. Thank you very much in advance for your help!
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