Question about the benders example

Question

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 the Python library. However, I noticed that the code did not yield a feasible result. To diagnose the issue, I added exception handling and ran the code, and I observed that within the preintsol callback function, problem.getCallbackSolution is not executing properly. Could this behavior be related to the issue mentioned in Release Note 9.5.3? If so, I would like to ask if there is an updated version available.This may not be a major issue, but thank you for taking the time to read my lengthy question.benders example url : https://examples.xpress.fico.com/example.pl?id=benders_decompRelease notes url : https://www.fico.com/fico-xpress-optimization/docs/latest/relnotes/GUID-85032F3B-84B8-42A1-A4D4-A0A24FF0A648.html

fico · Answer

Hi,I checked the Benders example with Xpress 9.5.0 and 9.5.3 and I get an optimal solution in both cases. Which Xpress version are you using? Could you post your output logs?Thanks.

fico · Answer

Hello, I apologize for the late reply as I checked it late.The version of my license is v9.4.3. According to the output log, it appears that the solution could not be successfully derived.FICO Xpress v9.4.3, Hyper, solve started 15:51:48, Mar 11, 2025Heap usage: 389KB (peak 389KB, 85KB system)Minimizing MILP noname using up to 12 threads and up to 31GB memory, with these control settings:OUTPUTLOG = 1NLPPOSTSOLVE = 1XSLP_DELETIONCONTROL = 0XSLP_OBJSENSE = 1Original problem has:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 rows&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 cols&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 elements&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 entitiesPresolved problem has:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 rows&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 cols&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 elements&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 entitiesPresolve finished in 0 secondsHeap usage: 419KB (peak 427KB, 85KB system)Coefficient range&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;original&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;solved&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coefficients&nbsp;&nbsp;[min,max] : [ 1.00e+00,&nbsp;5.00e+00] / [ 2.50e-01,&nbsp;1.25e+00]&nbsp;RHS and bounds [min,max] : [ 1.00e+00,&nbsp;5.00e+00] / [ 2.00e-01,&nbsp;1.25e+00]&nbsp;Objective&nbsp;&nbsp;&nbsp;[min,max] : [ 1.00e+00,&nbsp;9.00e+00] / [ 1.00e+00,&nbsp;9.00e+00]Autoscaling applied standard scalingWill try to keep branch and bound tree memory usage below 23.9GBStarting concurrent solve with dual (1 thread)&nbsp;Concurrent-Solve,&nbsp;&nbsp;0s&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dual&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;objective&nbsp;&nbsp;dual inf&nbsp;D&nbsp;2.7200000&nbsp;&nbsp;.0000000------- optimal --------Concurrent statistics:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dual: 2 simplex iterations, 0.00sOptimal solution found&nbsp;&nbsp;Its&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Obj Value&nbsp;&nbsp;&nbsp;S&nbsp;&nbsp;Ninf&nbsp;Nneg&nbsp;&nbsp;Sum Dual Inf&nbsp;Time&nbsp;&nbsp;&nbsp;2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720000&nbsp;&nbsp;&nbsp;D&nbsp;&nbsp;&nbsp;0&nbsp;&nbsp;&nbsp;0&nbsp;&nbsp;&nbsp;&nbsp;.000000&nbsp;&nbsp;&nbsp;0Dual solved problem&nbsp;2 simplex iterations in 0.00 seconds at time 0Final objective&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;: 2.720000000000000e+00&nbsp;Max primal violation&nbsp;&nbsp;&nbsp;(abs/rel) :&nbsp;&nbsp;&nbsp;&nbsp;0.0 /&nbsp;&nbsp;&nbsp;&nbsp;0.0&nbsp;Max dual violation&nbsp;&nbsp;&nbsp;&nbsp;(abs/rel) :&nbsp;&nbsp;&nbsp;&nbsp;0.0 /&nbsp;&nbsp;&nbsp;&nbsp;0.0&nbsp;Max complementarity viol. (abs/rel) :&nbsp;&nbsp;&nbsp;&nbsp;0.0 /&nbsp;&nbsp;&nbsp;&nbsp;0.0Starting root cutting &amp; heuristicsDeterministic mode with up to 1 additional thread&nbsp;Its Type&nbsp;&nbsp;BestSoln&nbsp;&nbsp;BestBound&nbsp;&nbsp;Sols&nbsp;&nbsp;Add&nbsp;&nbsp;Del&nbsp;&nbsp;&nbsp;Gap&nbsp;&nbsp;&nbsp;GInf&nbsp;&nbsp;Timea&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600000&nbsp;&nbsp;&nbsp;2.720000&nbsp;&nbsp;&nbsp;1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64.21%&nbsp;&nbsp;&nbsp;&nbsp;0&nbsp;&nbsp;&nbsp;0q&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800000&nbsp;&nbsp;&nbsp;2.720000&nbsp;&nbsp;&nbsp;2&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.86%&nbsp;&nbsp;&nbsp;&nbsp;0&nbsp;&nbsp;&nbsp;0&nbsp;*** Search completed ***Uncrunching matrixFinal MIP objective&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;: 2.800000000000000e+00Final MIP bound&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;: 2.799990000000000e+00&nbsp;Solution time / primaldual integral :&nbsp;&nbsp;&nbsp;0.21s/ 98.581380%&nbsp;Number of solutions found / nodes&nbsp;&nbsp;:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 /&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1&nbsp;Max primal violation&nbsp;&nbsp;&nbsp;(abs/rel) :&nbsp;&nbsp;&nbsp;&nbsp;0.0 /&nbsp;&nbsp;&nbsp;&nbsp;0.0&nbsp;Max integer violation&nbsp;&nbsp;&nbsp;(abs&nbsp;&nbsp;) :&nbsp;&nbsp;&nbsp;&nbsp;0.0The optimal objective is: 2.8000000000000003The first stage variables are: [1.0, -0.0, -0.0, -0.0]The second stage variables are: [0.0, 0.0, 0.0, 0.0, 0.6000000000000001]The objective of the second stage is: 1.8000000000000003FICO Xpress v9.4.3, Hyper, solve started 15:51:48, Mar 11, 2025Heap usage: 387KB (peak 387KB, 91KB system)Minimizing MILP noname using up to 12 threads and up to 31GB memory, with these control settings:PRESOLVE = 0OUTPUTLOG = 1MIPPRESOLVE = 0SYMMETRY = 0NLPPOSTSOLVE = 1XSLP_DELETIONCONTROL = 0XSLP_OBJSENSE = 1Original problem has:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 rows&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 cols&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 elements&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 entitiesCoefficient range&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;original&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;solved&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coefficients&nbsp;&nbsp;[min,max] : [&nbsp;&nbsp;&nbsp;0.0,&nbsp;&nbsp;&nbsp;&nbsp;0.0] / [&nbsp;&nbsp;&nbsp;0.0,&nbsp;&nbsp;&nbsp;&nbsp;0.0]&nbsp;RHS and bounds [min,max] : [ 1.00e+00,&nbsp;1.00e+00] / [ 1.00e+00,&nbsp;1.00e+00]&nbsp;Objective&nbsp;&nbsp;&nbsp;[min,max] : [ 1.00e+00,&nbsp;7.00e+00] / [ 1.00e+00,&nbsp;7.00e+00]Autoscaling applied standard scalingWill try to keep branch and bound tree memory usage below 23.9GBEntering Integer Callback.Integer solution found from heuristic. Checking subproblem.User interrupt (7) triggered.&nbsp;*** Search unfinished ***&nbsp;&nbsp;Time:&nbsp;&nbsp;&nbsp;0.00 Nodes:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0&nbsp;Solution time / primaldual integral :&nbsp;&nbsp;&nbsp;0.00s/ 100.000000%&nbsp;Number of solutions found / nodes&nbsp;&nbsp;:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 /&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0Could not solve the problem

fico · Answer

Hi,It looks like you are using a version of the example that is not compatible with Xpress 9.4. You could either upgrade to Xpress 9.5, or you can find the 9.4 version of the example here: https://www.fico.com/fico-xpress-optimization/docs/dms2024-03/examples/python/GUID-D58C7C57-35C7-3D28-83F9-F6A4EAA1412C.html.

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Question about the benders example

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