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After a few hours extra deliberation and and working on the problem, I was able to figure out the reason. It was as I thought initially and my calculation for my flow_in wasn't DCP and I am not entirely sure or understand why, but I will be definitely teaching myself this in the time going forward. I was able to adjust the calculation to look like the ...


Assuming you are comparing Benders results to CPLEX solutions, why not use the CPLEX formula for the Benders results? Best integer would be your $LB$ and best bound would be the current objective value of the master problem.


I am not aware of anything in the Coin-OR or AMPL ecosystem that does that as i am not familiar with those ecosystems. However one can convince the open source modeling language JuMP to do what you want with a few lines of Julia. I assume you have a Julia installed and JuMP installed into your working (or global) environment. Let's first create a model: ...

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