2
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I'm trying to solve an optimization model using Automated Benders with annotations using CPLEX library in C++. I've defined a master problem and N (number of supply nodes in my model's network) subproblems by annotations as below:

for (int i = 0; i < nI; i++)
{
    for (int t = aan[i]; t < nT; t++)
    {
        for (int g = 0; g < nG; g++)
        {
            cplex.setAnnotation(benders, ztig[t][i][g], 0);
        }
    }

}

for (int o = 0; o < nO; o++)
{
    for (int g = 0; g < nG; g++)
    {
        for (int d = 0; d < nD; d++)
        {
            cplex.setAnnotation(benders, ygod[g][o][d], o + 1);
            for (int t = aan[o]; t < To; t++)
            {
                for (int i = 0; i < nI; i++)
                {
                    if (Aij[o][i] == 1)
                    {
                        cplex.setAnnotation(benders, xtodijg[t][o][d][o][i][g], o + 1);
                    }
                    if (t >= tij[i][o])
                    {
                        if (Aij[i][o] == 1)
                        {
                            cplex.setAnnotation(benders, xtodijg[t - tij[i][o]][o][d][i][o][g], o + 1);
                        }
                    }
                }
            }
        }
    }
}

After setting benders strategy parameter two "worker" mode, I ran the code and got "Microsoft C++ exception: IloCplex::Exception at memory location" exception in solve command (following part)

cplex.setParam(IloCplex::Param::Benders::Strategy, 2);
//cplex.setOut(env.getNullStream());
if (!cplex.solve()) {
    env.error() << "Failed to optimize the Master Problem!!!" << endl;
    throw (-1);
}

Please note that model has been successfully solved by both Full mode of automated benders and branch & cut. So, I guess my annotations are not creating disjoint subproblems. I've checked the algebraic model many times, and subproblems are disjoint there. On the other hand, I couldn't find any mistakes in implementation of annotations. So does anyone has similar experience or ideas why its not working?

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4
  • $\begingroup$ If you change the Benders strategy parameter value from 2 to 1, do you still get the exception? $\endgroup$
    – prubin
    Jan 27, 2023 at 4:16
  • $\begingroup$ Yes. Also I use try & catch feature in C++ (I don't know if other languages has this feature or not, but it shows more detail about the error) and got "Invalid Benders Decomposition" massage. $\endgroup$
    – Vala
    Jan 27, 2023 at 14:57
  • 1
    $\begingroup$ Check for any of the following: assigning integer variables to subproblems; assigning the same variable to two different problems; assigning an unused variable to some problem; failing to assign a variable to any problem. $\endgroup$
    – prubin
    Jan 27, 2023 at 16:20
  • $\begingroup$ Will do it, Thanks!!! $\endgroup$
    – Vala
    Jan 27, 2023 at 18:32

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