[memoco] Comment on the Lab Unit of November 11th

[memoco] Comment on the Lab Unit of November 11th

par Luigi De Giovanni,
Nombre de réponses : 0

Dear Participants,

in order to make the code for colulmn generation working, you need to change the line related to "optinality check" in function CS1D::price as follows:

if ( 1 - value >=  -  ZERO_EPS ) return false;

The difference with respect to the implementation we developed during the class is the "minus" before "ZERO_EPS".

Without that "minus", the procedure continues iterating even when the smallest reduced cost "1 - value" is the lowet possible, that is, zero (and zero is lower than ZERO_EPS=0.00001). This is why we need to compare 1-value to  -ZERO_EPS.

Sorry for the incovenience and thanks for your attention.
Luigi De Giovanni