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FICO
9 months agoCommunity Manager
Benders decomposition failure (Java API)
I'm trying to implement Benders decomposition on a simple example (MIP master problem, LP subproblem) using a combination of a `PreIntsolCallback` (which ignores node optima but rejects heuristic sol...
FICO
9 months agoCommunity Manager
Yes, the optnode callback is invoked (quote from C documentation) "after the LP relaxation has been solved for the current node, and after any internal cuts and heuristics have been applied, but before the Optimizer checks if the current node should be branched."
So if you were assuming that the callback is only invoked for integral solutions then this may be part of the problem.
Note that you can call addCut() from the preintsol callback as long as the soltype is 0. So you can inject Benders cuts directly from there unless the solution presented to the callback came from a heuristic.
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