I am using GLPK to solve a problem by column generation.
I have a master problem "MP" which is a Mixed Integer Problem.
STEP 1: the dual problem of the relaxed MP is solved iteratively and
new columns are added at each iteration (the new columns are generated
by solving a sub problem),
- STEP 2: the "MP" itself is solved (without relaxation).
I observe the LP objective value of the last iteration of STEP 1, and I noticed that it may change in the following situations:
1°) Using GLPK 4.27 compiled with GCC 4.3.0 and using GLPK 4.27 compiled with GCC 4.2.2,
2°) Using GLPK 4.27 compiled with GCC 4.2.2 and using GLPK 4.29 compiled with GCC 4.2.2.
-The objectives are the same using GLPK 4.27 and 4.29 both compiled
with GCC 4.3.0,
-The column generator used is the same in all situations,
-The configuration of each compilation was:
./configure --enable-mysql=no --enable-iodbc=no --with-gmp
My questions are:
1°) Why do we have different objectives for the same problem,
2°) Is there an option / a way to obtain the same behavior in each situation?
Thanks in advance for your help &
Thanks for GLPK,