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RobPratt
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You could dualize the (complicating) equality constraints and use the branch-and-price algorithm. The resulting problems all have the same subproblem, and so you can use a common pool of columns. More explicitly, solve the first problem, use the resulting columns as an initial pool for the second problem, and repeat for the next problem.

RobPratt
  • 5.4k
  • 1
  • 15
  • 25