Upper bound and Lower bound for Benders decomposition in callback version

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Soumya Pathy

2022年01月17日 15:52

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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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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:45

  This post is more than three 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.
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  Mario Ruthmair

  • Gurobi Staff

  2022年01月18日 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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