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Topic
  • 3 replies
  • Latest Post - ‏2014-08-29T17:58:56Z by aaapb
manar
manar
5 Posts

Pinned topic Bender cut

‏2013-12-09T02:56:53Z |

Hi,

 

I am kind of new to bender cut formulation, so I am wondering if there is any examples or tutorials that I can use in order to practice bender cut formulation?

If I am using master and sub problem, the I have to add to my variables, constraints and objective the main part?

Also how can I feed solution from on model to another?

 

Thanks

  • manar
    manar
    5 Posts

    Re: Bender cut

    ‏2013-12-09T04:08:43Z  

    I meant for the bender cut formulation and relation between master and sub problem, should I use ILOG script? If yes, Is there any tutorial that teach this procedure?

     

    Thanks

  • AlexFleischer
    AlexFleischer
    1142 Posts

    Re: Bender cut

    ‏2013-12-09T17:44:44Z  
    • manar
    • ‏2013-12-09T04:08:43Z

    I meant for the bender cut formulation and relation between master and sub problem, should I use ILOG script? If yes, Is there any tutorial that teach this procedure?

     

    Thanks

    Hi,

    have you had a look at the example in

    opl\examples\opl\models\Portfolio

    portfolioBendersDecomposition.mod and portfolioBendersDecomposition.dat

    ?

    Regards

  • aaapb
    aaapb
    5 Posts

    Re: Bender cut

    ‏2014-08-29T17:58:56Z  

    Hi,

    have you had a look at the example in

    opl\examples\opl\models\Portfolio

    portfolioBendersDecomposition.mod and portfolioBendersDecomposition.dat

    ?

    Regards

    Hi,

    I'm also trying to implement benders cut formulation using ILOG Script and I'm looking to the example in opl\examples\opl\models\Portfolio. However, in this example they only used the optimality cuts and, for my problem, I need also the feasibility cuts and I don't how to get the extreme ray using ILOG Script.

    Thanks