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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, when adding a cut in the preintsol callback, you must not set pReject.value = 1 as this drops the cut. This is implied by this sentence in the documentation:
"p_reject Set this to 1 if the solution should be rejected. When soltype is zero, this will also drop the node problem."
and
"When soltype is zero and the solution is rejected, the node itself will be dropped without further branching, regardless of whether the node problem is modified within the callback."
Admittedly, this is not as clear as it should be. We will clarify this.
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