multiplier and adding constraints to the original model

[Eric]

Hi there,

I am trying to use AMPL-CPLEX to implement L-shaped method for my big
model. Two major obstacles are right in front of me.

1. how can I find out multipliers for certain constraints?
2. how can I add new constraints to the original model in iterations?

Thank you very much!

Eric

[Robert Fourer]

Eric,

See the Benders decomposition examples at www.ampl.com/NEW/LOOP2,
particularly stoch1 and trnloc1d.

To refer to the dual multipliers of, say, constraint Time[p], use either
"Time[p].dual" or "Time[p]" alone.

Add constraints by expanding the index sets over which the models are
defined -- this is best understood by reading through the examples.

Bob Fourer
4...@ampl.com