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Benders decomposition: sequential solving of several different submodels

Benders decomposition is a method for solving large MIP problems. The model implementation shows the following features:
  • iterative sequence of concurrent solving of a set of subproblems,
  • data exchange between several models via shared memory, and
  • coordination of several models via events.
An implementation using a single model is also presented (benders_single.mos).

Further explanation of this example: Xpress Whitepaper 'Multiple models and parallel solving with Mosel', Section 'Benders decomposition: working with several different submodels'.

Source Files

Data Files


! Benders example problem from: T.C. Hu. Integer programming and network flows

A: [1 4 2]     
B: [ 3  2
    -1  1
     1 -1]
C: [5]
D: [2 2]

b: [5 7 4]

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