Originally posted by: utb

Hello,

I am using the built-in Benders algorithm in CPLEX to solve my MILP and I wonder is it possible to interfere in the master problem or the feasibility and optimality cuts added. I want to add my own cuts and/or change the feasibility and optimality cuts automatically added in each iteration. Is there a way to do these in automatic Benders algorithm?

Thank you

Originally posted by: EdKlotz

The built-in Benders algorithm is designed specifically for the case where you don't need to customize the cut process, and you can just let CPLEX handle the cuts by distinguishing the master and sub problems.   Cut callbacks are not supported.   However, for those who wish to customize their own cuts, all of CPLEX's APIs are well suited for this purpose, and your CPLEX distribution includes examples of Benders' decomposition.