Automatic Benders Decomposition in Gurobi

Answered

Vivek Vasudeva

December 13, 2023 06:57

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We are trying to use Benders Decomposition for solving a two-stage stochastic program. We wanted to know whether the automatic Benders Decomposition in Gurobi allows us to solve the sub-problems in parallel over multiple cores? Any insights into this feature will be greatly appreciated. Thank you!

 

Related to

• Bender's

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  Riley Clement

  • Gurobi Staff

  December 15, 2023 02:12 Edited

  Hi Vivek,

  Automatic Benders Decomposition is not a feature that we have chosen to implement in the solver at this present time.

  - Riley

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  Vivek Vasudeva

  December 15, 2023 14:56

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  Hi Riley,

  Thanks a lot for your comments. They will guide us in our implementation approach.

  Regards,

  Vivek

   

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