| Algorithm 1: FMP algorithm |
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Step 0: Form the initial c-set family (where ). Step 1: Solve the master MP(), i.e., the linear relaxation of FMP() formulated in (3), to obtain the optimal dual variables and . Step 2: Solve the pricing problem (8) for parameters and . If the maximum of the objective function P is strictly positive, then (where is defined in (9)) and go to Step 1. Step 3: Solve the original MIP version of FMP() and stop. |