Originally posted by: manar

Hi,

I am kind of new to bender cut formulation, so I am wondering if there is any examples or tutorials that I can use in order to practice bender cut formulation?

If I am using master and sub problem, the I have to add to my variables, constraints and objective the main part?

Also how can I feed solution from on model to another?

Thanks

Originally posted by: manar

I meant for the bender cut formulation and relation between master and sub problem, should I use ILOG script? If yes, Is there any tutorial that teach this procedure?

Thanks

Hi,

have you had a look at the example in

opl\examples\opl\models\Portfolio

portfolioBendersDecomposition.mod and portfolioBendersDecomposition.dat

?

Regards

Originally posted by: aaapb

Hi,

I'm also trying to implement benders cut formulation using ILOG Script and I'm looking to the example in opl\examples\opl\models\Portfolio. However, in this example they only used the optimality cuts and, for my problem, I need also the feasibility cuts and I don't how to get the extreme ray using ILOG Script.

Thanks