Dear all,

I am developing my own Benders algorithm through one B&B tree. I used the lazyconstraintcallbak to add Benders cuts when an integer soluiton was found at one node of the search tree.

When the corresponding subproblem is infeasible, I can add a feasibility cut.
When the subproblem is feasible, I need to an optimality cut. At the same time, I may find new incumbent. How can I give this new incumbent to CPLEX. I remember that CPLEX will accept on integer solution only when we did nothing in the lazyconstraintcallback.

Thank,

XIangyong

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Xiangyong
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#DecisionOptimization

This question is a duplicate of this one.

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Paul Rubin
Professor Emeritus
Michigan State University
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Original Message:
Sent: Tue October 20, 2020 08:53 AM
From: Xiangyong Li
Subject: How to add Benders cut and simultaneously give an incubment to CPLEX?

Dear all,

I am developing my own Benders algorithm through one B&B tree. I used the lazyconstraintcallbak to add Benders cuts when an integer soluiton was found at one node of the search tree.

When the corresponding subproblem is infeasible, I can add a feasibility cut.
When the subproblem is feasible, I need to an optimality cut. At the same time, I may find new incumbent. How can I give this new incumbent to CPLEX. I remember that CPLEX will accept on integer solution only when we did nothing in the lazyconstraintcallback.

Thank,

XIangyong

------------------------------
Xiangyong
------------------------------

#DecisionOptimization