Hello everyone,

I am trying to implement the automatic benders decomposition to my problem using CPLEX version 20.10. I want to use USER strategy to decompose the model according to my annotations.

So first I initialize the strategy of benders algorithm and cplex.newLongAnnotation to specify cpxBendersPartition of variables.

cplex.setParam(IloCplex.Param.Benders.Strategy, IloCplex.BendersStrategy.User);
IloCplex.LongAnnotation benders = cplex.newLongAnnotation(IloCplex.CPX_BENDERS_ANNOTATION,IloCplex.CPX_BENDERS_MASTERVALUE + 1);

Then after initializing the integer variable x in X.

IloIntVar [] x = new IloIntVar[NumofRoute]; //integer

I tried to annotate it as following and add it to the master problem (value = 0)

for(int k=0; k < x.length; k++) {
     x [k] = cplex.intVar(0,cluster.getNbVeh(),"x_"+k);
     cplex.setAnnotation(benders, x[k],IloCplex.CPX_BENDERS_MASTERVALUE);
}

However at this point I got the following errors:

ilog.cplex.IloCplex$UnknownObjectException: CPLEX Error: object is unknown to IloCplex
at ilog.cplex.IloCplex.getIndexOrException(IloCplex.java:11470)
at ilog.cplex.IloCplex.access$7400(IloCplex.java:453)
at ilog.cplex.IloCplex$AnnotationList.getIndexAndType(IloCplex.java:22273)
at ilog.cplex.IloCplex$AnnotationList.setAnnotation(IloCplex.java:22302)
at ilog.cplex.IloCplex.setAnnotation(IloCplex.java:22851)

So my questions are why am I getting this error ? and how to annotate the variables to use in an annotated decomposition for Benders algorithm?
And is there a way to export the .LP files of the master and the sub-problem(s) ?

Thank you so much in advance.

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ISSA bou zeid
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#DecisionOptimization

Even though you have created the variable x[k], it is not yet part of the model. There are two ways you can fix the code. One is to wait until after some expression containing x[k] as been added in a constraint or objective function and then set the annotation. (Note that it is not enough that x[k] appear in a constraint or objective expression; you have to wait until that constraint/objective has been added to the model using cplex.addLe() or cplex.addMinimize() or equivalent.) The other solution, which makes minimal disruption to your code, is simply to add the line "cplex.add(x[k]);" in between the line that defines x[k] and the line that adds the annotation.

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Paul Rubin
Professor Emeritus
Michigan State University
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Thank you so much Paul for your help. It is much appreciated.

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ISSA bou zeid
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Original Message:
Sent: Tue September 13, 2022 03:46 PM
From: Paul Rubin
Subject: Variables annotations in CPLEX for Automatic Benders decomposition Java API

Even though you have created the variable x[k], it is not yet part of the model. There are two ways you can fix the code. One is to wait until after some expression containing x[k] as been added in a constraint or objective function and then set the annotation. (Note that it is not enough that x[k] appear in a constraint or objective expression; you have to wait until that constraint/objective has been added to the model using cplex.addLe() or cplex.addMinimize() or equivalent.) The other solution, which makes minimal disruption to your code, is simply to add the line "cplex.add(x[k]);" in between the line that defines x[k] and the line that adds the annotation.

------------------------------
Paul Rubin
Professor Emeritus
Michigan State University
------------------------------