Decision Optimization

Decision Optimization

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


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Monte Carlo and decomposition bender

  • 1.  Monte Carlo and decomposition bender

    Posted 05/29/17 05:49 AM

    Originally posted by: userMorocco


    Hi everybody,
     

    Can I use Monte Carlo sampling within  Benders decomposition algorithm in CPLEX ?

     

    Thanks


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Monte Carlo and decomposition bender

    Posted 05/30/17 09:32 AM

    Originally posted by: dominiqs81


    What do you mean exactly? In any case, CPLEX Benders decomposition is a black box to the user, so I guess that the answer would be negative.


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    #DecisionOptimization


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