Why choice of sub problem definitions need have no impact

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There are at least two ways to define sub problems for this model. First, a sub problem can be defined for each maturity and each year it can be purchased. In Fig. 14.4 there are a total of 12 sub problems using this definition. Second, a sub problem can be defined for each maturity regardless of when it is purchased. In Fig. 14.4 there are a total of 3 sub problems using this definition.

a) Explain why the choice of sub problem definitions need have no impact on the solution procedure adopted for the sub problems.

b) Explain how the restricted master will differ under each definition of the sub problmes.

c) Which choice of sub problem definitions will make the restricted master more efficient to solve? Why?

d) If there was a weighting constraint for each sub problem, how would your answer to (c) be affected? [Hint. Which definition would add more weighting constraints?]

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Reference no: EM131162553

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