I'm implementing a Column Generation algorithm. The pricing problem, in general, find more than one column with negative reduced costs(the master is a min problem). If i add only the most negative reduced cost column per iteration, at the end i have a linear relaxation with $Z = 8240.3$. When i tried adding all the columns found in the pricing problem, in the end i have found a linear relaxation with $Z = 8166.668$.
That doesn't seem possible. Anyone have any clues on why this is happening?
Thanks in advance