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Benders decomposition: sequential solving of several different submodels

Description
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





bprob33.dat

! Benders example problem

A: [1 -1  5
    0  4  3
    2  0 -2
    3  0  0]     
B: [ 3  0 2
    -1  1 0
     1 -1 0
     5  5 5]
     
C: [5 4 3]
D: [2 2 3]

b: [5 7 4 -2]

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