Add Feasibility Cuts for Bender's Decomposition
ユーザーの入力を待っています。I have a Bender's Decomposition problem. One of the subproblems is unbounded. I used the UnbdRay attribute to determine the direction of unboundedness. I want to add a feasibility cut to the master problem. The variables from the subproblem come to the master problem as a constant value. However, I can't retrieve the values from the subproblem by using .X function, because the model is unbounded. How can I fix this?
-
正式なコメント
-
Gurobi Staff
This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support. -
-
-
Hi Mina,
I guess your subproblem is an pure LP, right?
Did you set parameter InfUnbdInfo=1 to get the UnbdRay attribute?
Additionally, you might set DualReductions=0 to be sure that the model is unbounded (and not infeasible).
If the return status is indeed unbounded, then you should be able to access a feasible solution via the X attribute. Could you please show the Gurobi log of your LP subproblem?0 -
-
Hello,
Yes, my subproblem is pure LP. I think my dual subproblem is infeasible. So I want to add feasibility cuts to the MP, but I do not know how. I tried to use InfUnbdInfo, but I did not know how to write it.
0 -
-
-
If the LP subproblem is infeasible, then it is of course not possible to retrieve a feasible solution via attribute X.
You should set the following parameter for your subproblem to get a clearly defined state (unbounded or infeasible):
submodel.params.InfUnbdInfo = 1
submodel.params.DualReductions = 0If your dual subproblem is indeed infeasible, then either there is an issue with your dual formulation or you are done, see this article for a short description of all cases.
0 -
投稿コメントは受け付けていません。
コメント
4件のコメント