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I wanted to know whether the Automatic Benders Decomposition from C-plex allows us to solve the sub-problems in parallel over multiple cores. From what I know, one can set the number of threads in Cplex but one cannot assign specific sub-problems to specific cores.

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To my best knowledge, there is not such option. What you can do, is to set the number of threads to be used, and to set the parallel mode (deterministic or opportunistic). CPLEX will figure out the best possible parallel implementation for you. Note that assigning each sub-problem to a unique core is not necessarily the best strategy.

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  • $\begingroup$ All right, let me try the suggested approach. Thanks! $\endgroup$
    – Vivek
    Dec 14, 2023 at 15:16

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