Decision Optimization

Decision Optimization

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Monte Carlo and decomposition bender

  • 1.  Monte Carlo and decomposition bender

    Posted Mon May 29, 2017 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 Tue May 30, 2017 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.


    #CPLEXOptimizers
    #DecisionOptimization


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