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<div class="moz-cite-prefix">Here's the meaning of this message.<br>
The third line seems to indicate that heavy computations are
performed.<br>
<br>
"<br>
<span class="html">These messages refer to steepest edge norms for
the primal simplex method. Since you are adding columns to
your master LP, you presumably invoke the primal simplex method
because the previous basis remains primal feasible as long as 0
is in the domain of your newly added variable. CPLEX has
already calculated steepest edge norms for the columns in your
previous master LP. The addition of the new column doesn't
affect the validity of those norms relative to the current
basis, but CPLEX needs to compute a new norm for this newly
added column. That explains the first two lines of output,
which I suspect do not take much time.
<p> The third line about initializing primal norms surprises me
a bit. This indicates that CPLEX decided to reinitialize all
the steepest edge norms. This involves a nontrivial amount
of work that could amount to roughly m/2 simplex iterations.
So, I presume the long time you see occurs after this third
message. While there are reasons to reinitialize the
steepest edge norms, I don't see off the top of my head why it
would need to do that here. It would be interesting to see
whether the norms are reinitialized immediately after the one
new norm was computed, or later on. If you set the simplex
display level to 2, you can see whether any simplex iterations
occur between the first two messages and the third one. That
may shed some light on the issue. </p>
<p> Regarding more info on steepest edge pricing and the
maintenance and updates of the norms, some of the more
computationally oriented LP text discuss this. You could try
'Computer Solution of Linear Programs' by Larry Nazareth, and
I'm sure there are others.<br>
"<br>
</p>
</span>Best,<br>
<br>
Xavier<br>
<br>
Le 11/03/2014 18:04, Gerald Gamrath a écrit :<br>
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<div class="moz-cite-prefix">Hi Xavier,<br>
<br>
I can only guess what it means: Probably, the steepest edge norm
for the new column is computed, because we use the steepest edge
pricing method within CPLEX by default. Is there any more
output? But probably the time is spent for solving the LP after
the norms were initialized, CPLEX does not always print output
for that.<br>
<br>
You can also try to change the CPLEX pricing method to something
else, e.g., devex pricing by setting the parameter "lp/pricing =
d" and see how this changes the behavior.<br>
<br>
Best,<br>
Gerald<br>
<br>
On 11.03.2014 16:49, Xavier Schepler wrote:<br>
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cite="mid:CA+SwSLy-m=EWaEQ_xVJn3s2i376B0ekUiFzQygh+3efc-hMbBQ@mail.gmail.com"
type="cite">
<div dir="ltr">
<div>Hi,<br>
<br>
What does the following message mean :<br>
</div>
<br>
<div>
<div>Reinitializing primal norms . . .<br>
Computed 1 new norms.<br>
Initializing primal norms rowwise . . .<br>
<br>
produced each time a column is added ?<br>
</div>
<div>So much time (several seconds) is spent between each of
this line.<br>
It appears at each column generation iteration.<br>
Then the LP is re-optimized.<br>
<br>
</div>
<div>Best,<br>
<br>
Xavier<br>
</div>
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