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

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
    ACCEPTED ANSWER

    Re: Bender cut

    ‏2013-12-09T04:08:43Z  in response to manar

    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
      1076 Posts
      ACCEPTED ANSWER

      Re: Bender cut

      ‏2013-12-09T17:44:44Z  in response to manar

      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
        ACCEPTED ANSWER

        Re: Bender cut

        ‏2014-08-29T17:58:56Z  in response to AlexFleischer

        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