Originally posted by: Amit_IIMA

Hello,

I am using Benders decomposition to solve an MIP. Initially I did the textbook implementation of Benders which gave good results. I then tried to use callback with benders cut as lazy constraints. I am using CPLEX 12.4 with C++ API.

The problem which I am facing is that only one user cut gets added to the master problem and the problem terminates even though LB and UB do not converge. Here I do not have the control like in textbook implementation of Benders where I specified don't stop iterations till (UB-LB<=tolerance). I can't understand what is going wrong. Some help will be greatly appreciated.

Thanks Amit

Originally posted by: T_O

In serveral CPLEX versions, there were some bugs concerning lazy constraints. Could you upgrade to the latest CPLEX version to see whether this solves your problem?

Best regards,
Thomas

Also take a look at the bendersatsp examples that illustrate well how to do Benders decomposition using callbacks.

Originally posted by: Selectedbetter

Hello!

Have you already could use the C++API to realize the Benders?