Examples of Benders algorithm

CPLEX provides examples that implement Benders algorithm.

CPLEX offers a variety of examples of Benders algorithm in all APIs.

• In the Callable Library (C API), see benders.c or xbenders.c.
• In the C++ API, see ilobenders.cpp.
• In the Java API, see Benders.java.
• In the .NET API, see Benders.cs.
• In the Python API, see benders.py.

Those examples read a model from a file. If the user also provides an annotation file for that model, CPLEX uses those annotations. Otherwise, CPLEX automatically decomposes the problem, as explained in Benders decomposition: CPLEX default. CPLEX then writes the resulting annotations to a file named benders.ann. CPLEX then solves the problem according to that decomposition.

For an explanation of how to annotate a model, see Annotating a model for CPLEX.