Decision Optimization

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Benders Decomposition via Callbacks using CPLEX for MATLAB - Possible?

  • 1.  Benders Decomposition via Callbacks using CPLEX for MATLAB - Possible?

    Posted 02/28/13 11:53 PM

    Originally posted by: BerkUstun


    I recently saw that one could implement .

    There appears to be several examples for the different APIs but no documentation for the MATLAB API, which leads me to believe that this feature is only available for other platforms. Is this the case? Or is there a way to get this working in MATLAB?
    #CPLEXOptimizers
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  • 2.  Re: Benders Decomposition via Callbacks using CPLEX for MATLAB - Possible?

    Posted 03/01/13 01:19 AM

    Originally posted by: SystemAdmin


    At the moment the only callback supported in the CPLEX matlab connector is the info callback. In particular, the lazy constraint callback for Benders' decomposition is not supported there. Hence it is not possible to implement Benders' decomposition in matlab in the same way as in the other APIs.
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