11 September 2020 4 991 Report

I am currently working on solving an ILP model using a branch and bound method which will be implemented by Matlab and in each node I need to determine an upper bound using Lagrangian relaxation method so I need to solve the dual problem using Cplex and the iterative procedure(to update multipliers) will be also implemented by Matlab.

I will be grateful if anyone had experience integrating Cplex with Matlab in a similar way, could help me?

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