benderscut_feas.h
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30 * The classical Benders' decomposition feasibility cuts arise from an infeasible instance of the Benders' decomposition
32 * Consider the linear Benders' decomposition subproblem that takes the master problem solution \f$\bar{x}\f$ as input:
36 * If the subproblem is infeasible as a result of the solution \f$\bar{x}\f$, then the Benders' decomposition
37 * feasibility cut can be generated from the dual ray. Let \f$w\f$ be the vector corresponding to the dual ray of the
43 * Next, consider the nonlinear Benders' decomposition subproblem that takes the master problem solution \f$\bar{x}\f$ as input:
47 * If the subproblem is infeasible as a result of the solution \f$\bar{x}\f$, then the Benders' decomposition
48 * feasibility cut can be generated from a minimal infeasible solution, i.e., a solution of the NLP
52 * Let \f$\bar{y}\f$, \f$w\f$ be the vectors corresponding to the primal and dual solution of this auxiliary NLP.
57 * Note, that usually NLP solvers already provide a minimal infeasible solution when declaring the Benders'
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Definition: struct_scip.h:68
type definitions for return codes for SCIP methods
Definition: struct_benders.h:57
type definitions for SCIP's main datastructure
SCIP_RETCODE SCIPincludeBenderscutFeas(SCIP *scip, SCIP_BENDERS *benders)
Definition: benderscut_feas.c:467
type definitions for Benders' decomposition methods
common defines and data types used in all packages of SCIP
Definition: objbenders.h:43