Originally posted by: waldstein

Hi all,

I am wondering when a problem could be solved by DW decomposition, how does CPLEX deal with this situation? Can CPLEX recognize that the problem can be decomposed automatically only by input constraints?

Thanks!
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Originally posted by: bindasmariner

No CPLEX can't do that on its own. The user needs to decompose the problem formulation himself/herself using a programming language/ OPL script and will have to call CPLEX solver at every iteration to solve the master problem and the sub-problems separately.

You can check out the following document link to check out the implementation of DW decomposition on a 'shortest path problem with resource constraints' using OPL IDE/script.

https://docs.google.com/file/d/0B9dWmTE6yZeCYjRhMzdmMzMtNzUwZC00OTM3LTkwYzEtZTg2ZjUzNzFmNTUz/edit
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Originally posted by: SystemAdmin

This is correct. CPLEX does not provide an automated way to perform DW or Bender's decomposition. But there are other frameworks out there that provide such a functionality, for example GCG (http://www.or.rwth-aachen.de/gcg/), which is based on SCIP.

But note that CPLEX 12.5 (will be released soon) provides a very neat new feature for the DW and Bender's guys: you can easily configure CPLEX to run on a remote machine, which means that you can solve all of the subproblems of your DW/Bender's in parallel on individual machines.
Tobias
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