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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
Thanks Daniel. I was assuming that the optnode callback was only invoked for integral solutions. Also, I had tried calling addCut() from the preintsol callback earlier, without success, due to another error. I mistakenly thought that, since I was rejecting the proposed incumbent, I should set pReject.value = 1 in the preintsol callback. Setting it to 0 after adding the cut works.
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Hello, I am an ordinary student studying optimization with Xpress. First, I downloaded and ran the Python file from the xpress example to reference while implementing benders decomposition using ...1 year agoPlace FICO® Xpress Optimization ForumFICO® Xpress Optimization Forum3 unread comments3 unread0Views0likes3Comments
