Originally posted by: MarkOpus

Hi,

I'm trying to create an annotation for my model where a certain continuous variable appears in multiple sub problems, but I can't seem to find a way to do this. I've looked at all the possible SetAnnotation(...) functions but I don't see one that does what I want. Does anyone know how to achieve this ?

I'm using c++ so my code looks like this:

cplex.setAnnotation (benders, x[0], CPX_BENDERS_MASTERVALUE);

cplex.setAnnotation (benders, x[1], CPX_BENDERS_MASTERVALUE + 1);

cplex.setAnnotation (benders, x[2], CPX_BENDERS_MASTERVALUE + 2);

For example, I'm trying to set variable x[2] to both sub problems 1 and 2. Is it even possible?

Thank you.

Originally posted by: dominiqs81

Hi,

what you are trying to do is not possible. The decomposition for Benders must be a partition, so each variable belongs to exactly one block.

Domenico

Originally posted by: MarkOpus

Ok thank you.