Decision Optimization

Decision Optimization

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


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  • 1.  Weird behavior when using both benders decomposition and cplex LazyConstraintCallback

    Posted 12/10/14 11:26 AM

    Originally posted by: 63U7_B_Li


    Dear everyone,

    I implement both benders cut and a subtour cut (use LazyConstraintCallback) based on professor Paul A. Rubin's code, but it seems only benders cut work or subtour cut work, they can never work together. There must be something wrong, I think cplex turn off something. 

    I attached the code, the code is a simplified version of my problem which use java opl. 

    I stuck here, please, please help me out. Thank you in advance for any hints.

    Best regards,

    B.Li


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    #DecisionOptimization


  • 2.  Re: Weird behavior when using both benders decomposition and cplex LazyConstraintCallback

    Posted 12/12/14 04:02 AM

    Both of your callbacks are subclasses of LazyConstraintCallback. You can only use one such callback at a time. You will have to merge both callbacks into one (for example, you could make one a subclass of the other).


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  • 3.  Re: Weird behavior when using both benders decomposition and cplex LazyConstraintCallback

    Posted 12/12/14 05:54 AM

    Originally posted by: 63U7_B_Li


    Thank you, May I ask another question? Can I add several cuts in one callback? Or I must add one cut every time, like following:

    If (FindSubtourCut) {AddSubtourCut (); return;}

    If (FindbenderFcut) {AddBendersFCut (); return;}

    I solved the problem yesterday by these two lines of code, only the solving speed becomes slower. Maybe because in my original subtour cuts, I also check the capacity violation, if violated, I add several cuts for all the violations. Now I return once find a violation and only add one cut for every callback.

    Best regards,

    B.Li

     
       

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    #DecisionOptimization


  • 4.  Re: Weird behavior when using both benders decomposition and cplex LazyConstraintCallback

    Posted 12/12/14 10:24 AM

    Originally posted by: 63U7_B_Li


    I can add several cuts together, already solved, thank you anyway.


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