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Benders Decomposition Using L-Shapped Method (Multi Cut)

  • 1.  Benders Decomposition Using L-Shapped Method (Multi Cut)

    Posted Wed August 24, 2016 09:40 AM

    Originally posted by: ParthaSarathiGhosh


    In my research problem I want to apply Benders' Decomposition for two stage stochastic problem. I want to apply multi cut version of Bender's Decomposition which is L-Shaped method. But I am looking for Java code which will implement L-Shapped method using CPEX library. I am looking for help. Could anybody help me.

    I follow Prof. Robin's code but that was only for single cut but could not able to make the changes for multi cut.


    #CPLEXOptimizers
    #DecisionOptimization


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