Abhishrut Sinha
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Latest activity by Abhishrut Sinha-
Abhishrut Sinha commented,
Thank you, Riley!
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Abhishrut Sinha created a post,
Benders decomposition (L-shaped) with cbLazy in MIPSOL callback: how to avoid losing presolve reductions from LazyConstraints=1?
AnsweredI’m solving a two-stage stochastic MIP with a multi-cut L-shaped method (Benders decomposition). The problem has complete recourse, so I only add optimality cuts, and the second-stage optimal duals...