Decision Optimization

Decision Optimization

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


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  • 1.  Commands for benders decomposition

    Posted 08/26/20 12:26 PM
    Hello,

    i am trying to implement the Benders decompoistion (non-automated) , using flow control. I am stuck at the step where I need to solve a sub problem and to detect, weather it is unbounded or not. What command could I possibly use, to do it? and what command is used to get an unbounded extreme ray? Does the flow control allow such operations? In the code below I tried to do it, as I understand it.

    Thank you for any help or links to simular questions in advance.
    Irina
    ----------------------------------------------------------------------------------
       // Preparing sub-model source, definition and engine
    var subSource = new IloOplModelSource("PBD_DSP.mod");
    var subDef = new IloOplModelDefinition(subSource);
    var subCplex = new IloCplex();
       // Creating the sub model
    var subOpl = new IloOplModel(subDef,subCplex);
    var subData = new IloOplDataElements();
    subOpl.addDataSource(subData);
    subOpl.generate();
     
    // solve and detect the unboundednes
    subCplex.solve(); 
    if (subCplex.status()==Unbounded){  //?????
       for(var d in thisOplModel.demands){
        for(var n in thisOplModel.nodes){
          subCplex.getRay(DualCt4[d][n]);//get rays for dual variables ????
    } else{
      subCplex.getObjValue();
    }

    ------------------------------
    Irina
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    #DecisionOptimization


  • 2.  RE: Commands for benders decomposition

    Posted 08/27/20 01:43 AM
    Instead of subCplex.status() you should use subCplex.getCplexStatus() to get the detailed CPLEX status, see here,
    However, your approach will unfortunately not work since the getRay() function is not supported in OPLScript's IloCplex class.

    ------------------------------
    Daniel Junglas
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