Hi all, An interesting thing is that other solvers for large scale optimization also have problems implementing strategy for decomposition techiniques on problems.
On a Benders Decomposition problem, when returning the dual value of constraing some solvers can use "InfeasibleOrUnbounded" instead of "Infeasible" or "Unbounded". Here is a post of Robert Fourer (AMPL) about this issue, my post related to Benders Decomposition and Erling D. Andersen (Mosek) with some (math) explanation of the difficulties on implementing such feature. http://bob4er.blogspot.com.br/2013/02/more-than-one-large-scale-solver-for.html http://mosek.com/fileadmin/reports/tech/infeas.pdf. On "Dantzig-Wolfe decomposition with GLPK" Joey Rios also present the algorithm limitations: "subproblems must be bounded. There may also be bugs." http://en.wikibooks.org/wiki/GLPK/Add-Ons#Dantzig-Wolfe_decomposition I also would like very much to see script .run file on Gmpl for Glpk. Bests, João Flávio F. Almeida 2012/11/8 Robbie Morrison <[email protected]> > > Hello Steven > > ------------------------------------------------------------ > To: [email protected] > Subject: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code > Message-ID: <1352358939.2022.0.camel@corvax> > From: Andrew Makhorin <[email protected]> > Date: Thu, 08 Nov 2012 11:15:39 +0400 > ------------------------------------------------------------ > > You should register for the [Help-glpk] list. > > > -------- Forwarded Message -------- > > From: Steven G <[email protected]> > > To: [email protected] > > Subject: Converting AMPL Bender's Decomposition code to GLPK > > Date: Thu, 8 Nov 2012 00:45:51 -0500 > > > > Hello, > > > > I am trying to convert the following .data .mod > > and .run files from APML to GLPK. The reason for > > this is that I have to solve a Bender's > > Decomposition in GLPK, and I have an AMPL > > example of a Bender's problem so I am trying to > > learn from that. > > > > I release that GLPK only allows to use the solve > > statement once; however, in Bender's > > decomposition you need to solve a Subproblem and > > a master problem simultaneously (as seen in the > > .run file), so I am very confused on how to do > > this with one solve statement. > > > > I know there isn't a run file in GLPK and I will > > need to combine the .mod and .run files for > > GLPK. > > > > If you could help me to convert this code into > > GLPK to look at or have a similar example or can > > give me any advice on the matter it will be > > greatly apprieciated. > > > > Thank you. > > Here are two links to the GLPK wikibook. The > first describes a Dantzig-Wolfe decomposition > project: > > http://en.wikibooks.org/wiki/GLPK/Add-Ons#Dantzig-Wolfe_decomposition > > The second describes how to mix scripting and > MathProg: > > http://en.wikibooks.org/wiki/GLPK/Scripting_plus_MathProg > > This 2003 thread might also be of interest: > > http://lists.gnu.org/archive/html/help-glpk/2003-12/msg00006.html > > I don't have any direct knowledge of Benders > decomposition. If you get something working, can > you post it back here and I will add it to the wikibook. > > HTH, Robbie > --- > Robbie Morrison > PhD student -- policy-oriented energy system simulation > Technical University of Berlin (TU-Berlin), Germany > University email (redirected) : [email protected] > Webmail (preferred) : [email protected] > [from Webmail client] > > > > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk >
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