Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

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  • 1.  Branch-and-Cut in Python

    Posted Mon July 20, 2020 11:40 AM
    Hello all,

    I am trying to help someone on an issue related to the implementation of  branch-and-cut in Python.

    Consider we have a customized version of Benders feasibility and optimality cuts, and we have it implemented in the branch-and-cut framework. The algorithm seems to work fine using the feasibility cut, but when we add the optimality cut, some instances get infeasible!! Clearly, this contradicts the main theme of optimality cut since even a wrong optimality cut does not make the problem infeasible.

    Is there any set of parameters that we should take care of beyond turning off the presolve?

    Any feedback will be highly appreciated!

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    Amin
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    #DecisionOptimization


  • 2.  RE: Branch-and-Cut in Python

    Posted Tue July 21, 2020 12:24 AM
    You should provide more details about how you implement this. Do you use CPLEX with callbacks? Which callbacks? Did you compare your code with the explicit Benders examples that ship with CPLEX, namely bendersatsp.py and bendersatsp2.py?

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    Daniel Junglas
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    Original Message