Upper bound and Lower bound for Benders decomposition in callback version

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Soumya Pathy

• January 17, 2022 15:52

The upper bound comes to a wrong value while using the callback feature of the algorithm. The same formula works for non-callback version. What is the criteria for checking the convergence of the bounds in callback version.

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  Mario Ruthmair

  Gurobi Staff

  • January 18, 2022 14:05

  Hi Soumya,

  Can you please be a bit more specific?
  What do you mean with callback- and non-callback version?
  What exactly are you doing in the callback?
  What do you mean with wrong upper bound value?

  Best regards,
  Mario

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