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Hi,
On Nov 30, 2005, at 17:34 , Mihai Banciu wrote:
I suspect that you may be wrong on one count. a[i] shouldn't be a
variable, but a parameter. Basically, what yo need to do is solve
the LP
relaxation of the original MKP, get the dual variables a[i] associated
with the solution, and use those duals as *FIXED* parameters in the
surrogate problem!. This way, in the surrogate, the only variables are
x[j] and your problem is linear, since a[i]'s are fixed.
You're right, I was mistaken about a[i]! The paper I was reading that
showed this didn't explain it very well and I tought a[i] and x[i]
were to be determined at the same time. I got it wrong. Thanks very
much for the clarification.
Best regards,
Jorge
- --
Jorge Tavares
University of Coimbra | http://eden.dei.uc.pt/~jast
"Sometimes the appropriate response to reality is to go insane."
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