Decision Optimization

Decision Optimization

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generating optimality cut in every iteration at benders decomposition

  • 1.  generating optimality cut in every iteration at benders decomposition

    Posted Thu November 22, 2012 11:46 PM

    Originally posted by: SystemAdmin


    Hi all
    My question is not exactly related with cplex but relevant. I am applying Benders decomposition for my problem. Given that I have started my Master problem with an optimality cut at first iteration, is it possible that all the cut generated in the next iteration will also be optimality cut? please be aware that definition of optimality cut: if the sub problem has an optimal solution, then the generated cut is called optimality cut.
    Thanks
    Roni
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: generating optimality cut in every iteration at benders decomposition

    Posted Fri November 23, 2012 05:23 PM

    Originally posted by: SystemAdmin


    I don't think it has anything to do with whether your first cut was an optimality cut or a feasibility cut, but in general it is certainly possible that all cuts are optimality cuts. If your master problem contains constraints that ensure that any feasible master solution yields a feasible subproblem, this will happen.

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
    #CPLEXOptimizers
    #DecisionOptimization


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