Pyomo with CPLEX and Benders Decomposition

[joc...@gmail.com]

Hi All,

I would like to use the internal method for benders decomposition of CPLEX through Pyomo.

https://www.ibm.com/support/knowledgecenter/SSSA5P_12.7.0/ilog.odms.cplex.help/CPLEX/Parameters/topics/BendersStrategy.html

atm my relevant solver details:

opt = SolverFactory('cplex')

opt.options['benders strategy'] = 0

Now I would like to specify the variables for my master and for the subproblem. For this, CPLEX uses annotations.

How can I add annotations to CPLEX through Pyomo?

https://www.ibm.com/support/knowledgecenter/SSSA5P_12.7.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/discr_optim/benders/annotations.html

Is there any code snippet where I could start from?

Anyone experience with this?

Thanks a lot in advance for your help!

Best Regards,

Jochen

[Gabe Hackebeil]

It’s very likely we could add support for this. A user would annotate the model with this information using the Suffix component in Pyomo.

Please open up an issue on Github with a request for this feature.

Also note that if you can find documentation for this feature with the cplexamp solver, then we already do support it. See the online docs or examples like what is below for how to export suffix data through our NL file interface:

https://github.com/Pyomo/pyomo/blob/master/examples/pyomo/suffixes/ipopt_warmstart.py

Gabe

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[Rey Guerrero]

Hi Jochen,

Were you able to implement the annotations for the CPLEX Benders decomposition via Pyomo? Can you share links or info to do this?

Thank you.

Best regards,

Rey

[Giorgio Balestrieri]

Also interested in wether you found a solution already, or if you opened an issue on Github

[Carlos Suazo M.]

Is this currently available in Pyomo? Which version?

Carlos