Gurobi get dual problem
Awaiting user inputI am solving the model using the Benders decomposition algorithm, what should I do if I want to get the dyadic problem of the original MILP model via Gurobi?
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Hi P Jimery,
Are you wanting to get the master problem + optimality cuts + feasibility cuts that were added? Or is it something else (I'm not familiar with the term dyadic problem)?
Is your algorithm based on
i) iteratively solving master and subproblems, and using addConstr to add constraints, or
ii) using a callback and using cbLazy to add lazy constraints?- Riley
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Hi Riley,
Yes, my algorithm is solving the main problem and the dyadic subproblem by iteration and adding the feasible cut of the dyadic subproblem to the main problem. But in solving larger scale problems the gap in Gap value is too big, so I tested the subproblems and dyadic subproblems and in small scale problems the objective values are same in both problems and in large scale problems the objective values are different and gap is big. So I want to verify if my dyadic subproblem is correct using Gurobi to solve the dyadic subproblem of the subproblem.-Jimery
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Hi Jimery,
I think I need an explanation for what you mean by dyadic, or we use a different word. By dyadic do you mean dual?
- Riley
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