[Dip] Benders decomposition in DIP

Matthew Galati matthew.galati at gmail.com
Fri May 6 08:00:39 EDT 2011


DIP provides a framework for inner (dantzig-wolfe/lagrangian) and outer
(cutting plane = CPM) methods for LP/MILP. So, technically, you could
probably override some of the CPM routines to get a Bender's. However, I've
never tried it.

Thanks,
Matt


On Fri, May 6, 2011 at 2:25 AM, Jonas Christoffer Villumsen <jcvi at man.dtu.dk
> wrote:

> Thanks Jiadong.  I will consider using AMPL instead.
>
>
>
> I was just wondering - since DIP supports cutting plane algorithms – as far
> as I understand – it might also be possible to implement an algorithm using
> Benders decomposition in a similar way(?).
>
>
>
> Jonas
>
>
>
> *From:* Jiadong Wang [mailto:jiadwang at gmail.com]
> *Sent:* 5. maj 2011 13:32
> *To:* Jonas Christoffer Villumsen
> *Cc:* dip at list.coin-or.org
> *Subject:* Re: [Dip] Benders decomposition in DIP
>
>
>
> Hey Jonas
>
> As far as I know, DIP focuses on Dantzig-Wolfe decomposition. The reason
> might be that there are some critical applications which can be tailored to
> column generation methods in OR field.CG is more difficult to implement in
> terms of transforming between different spaces for the convexification
> approach.
>
> Indeed, there are some applications which have many constraints can be more
> easily solved by Benders decomposition.
>
> Also convergence issues might be different for these two decompositions.
>
> there is some example http://www.ampl.com/NEW/LOOP2/index.html showing how
> to build benders decomposition in AMPL.
>
> Matt might add more...
>
> Jiadong
>
> On Thu, May 5, 2011 at 6:44 AM, Jonas Christoffer Villumsen <
> jcvi at man.dtu.dk> wrote:
>
> Hi all,
>
>
>
> Is it possible to implement a Benders decomposition approach in DIP?  And
> if so, how would one go about this?
>
>
>
> If anyone has any experience or ideas for this, I would greatly appreciate
> your comments.  Thanks!
>
>
>
> Best regards,
>
> Jonas
>
>
>
>
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>
>
>
> --
> Jiadong Wang
> Harold S. Mohler Laboratory
> Lehigh University
> 200 West Packer Avenue
> Bethlehem, PA 18015-1582
>
> Phone No: 484-707-8895
>
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