Hi,
If possible, I'd like to learn how the warm-start is utilized when employing the Benders strategy provided by CPLEX. Suppose I give an initial feasible solution and call Benders. It is clear that CPLEX will take my solution and feed the B&B tree with it. My question is about what happens in the following iterations.
Does CPLEX use the same vector that I provide over and over again to warm-start at each iteration? or Does CPLEX use the last optimal solution obtained to warm-start the next iteration?
I am aware that CPLEX switches to branch-and-Benders after a while. That's why my question is related to the implementation details of the classical Benders (i..e, solve the master problem, generate a cut, and resolve the master problem from scratch).
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Ser Y
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#DecisionOptimization