Solving Constraint Integer Programs

Detailed Description

constraint handler for Benders' decomposition

Stephen J. Maher

Definition in file cons_benders.h.

#include "scip/def.h"
#include "scip/type_benders.h"
#include "scip/type_cons.h"
#include "scip/type_result.h"
#include "scip/type_retcode.h"
#include "scip/type_scip.h"
#include "scip/type_sol.h"

Go to the source code of this file.


SCIP_RETCODE SCIPincludeConshdlrBenders (SCIP *scip)
Benders Constraints

Two constraint handlers are implemented for the generation of Benders' decomposition cuts. When included in a problem, the Benders' decomposition constraint handlers generate cuts during the enforcement of LP and relaxation solutions. Additionally, Benders' decomposition cuts can be generated when checking the feasibility of solutions with respect to the subproblem constraints.

This constraint handler has an enforcement priority that is less than the integer constraint handler. This means that only integer feasible solutions from the LP solver are enforced by this constraint handler. This is the traditional behaviour of the branch-and-check approach to Benders' decomposition. Additionally, the check priority is set low, such that this expensive constraint handler is only called as a final check on primal feasible solutions.

This constraint handler in the standard constraint handler that should be added when using Benders' decomposition. Additionally, there is a flag in SCIPincludeConshdlrBenders that permits the addition of the LP constraint handler, cons_benderslp. The use of both cons_benders and cons_benderslp allows the user to perform a multiphase Benders' decomposition algorithm.

SCIP_RETCODE SCIPconsBendersEnforceSolution (SCIP *scip, SCIP_SOL *sol, SCIP_CONSHDLR *conshdlr, SCIP_RESULT *result, SCIP_BENDERSENFOTYPE type, SCIP_Bool checkint)