Originally posted by: rezir
I have a two-stage stochastic model. I want to use L-shaped method (Bender's Decomposition) to solve that. As you know in this method the optimality cut and feasibility cut should be added to sub-problem based on the solution of master problem. Then they should be solved iteratively. I have some experience to use OPLScript to solve similar problem. I am wondering if using C++ concert technology has some advantages over using OPLScript in this kind of the problem (e.g., computationally of flexibility,...).
I really appreciate your help.
#DecisionOptimization#MathematicalProgramming-General