Originally posted by: alvarolorca

I have been trying without success to identify documentation for the use of lazy cut callbacks for performing "One-tree" constraint generation / Benders decomposition, for MIPs, using GAMS. Is this possible using GAMS? Is there any documentation available for this?

Thanks

Alvaro

Originally posted by: MaryFenelon

My suggestion was to post on the GAMS google group.  I see that you have already done so.

Originally posted by: EhsanN

I'm not sure about the more recent versions of GAMS/CPLEX, but AFAIK GAMS/CPLEX does not support native CPLEX callbacks. A possible workaround is to use the BCH facility in GAMS. See here for more detail on it.