New answers tagged implementation
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Tips for implementing Benders Decomposition in C++?
Recent versions of CPLEX (12.7 or later) have built in support for Benders. You can let CPLEX decide what to put in the master problem and what goes in the subproblems, or you can use annotations to ...
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Tips for implementing Benders Decomposition in C++?
For example, If your problem is two-stages stochastic programming, then you can separate your problem into master problem and sub-problem by your hands.
Then you can use CPLEX to model both stages in ...
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