about the benders cut added in each iteration

[覃岭]

In the 1st iteration we get the solution y from sub problem

now a benders cut is added to master problem:

constr_master = [constr_master, beta >= 100*double(y) + x ];

In the 2nd iteration we get the solution y from sub problem

now a benders cut is added to master problem:

constr_master = [constr_master, beta >= 100*double(y) + x ];

but the value of y in 1st and 2nd iteration may be different!

so, I wonder here whether above two constrants are same or not, while the solution double(y) from sub problem changes in different iteration?

[Johan Löfberg]

if you add a new constraint after a resolve, and y changes, you will of course get a new constraint

[覃岭]

Then how can I add the constant of y to the constraint for different iteration?

[Johan Löfberg]

precisely as you do

setup some problem
while continue with iterations
 solve some problem

 constr_master = [constr_master, beta >= 100*double(y) + x ];

end

[覃岭]

That's what I did.

I know. double(y) will add a constant to the constraint.

[Johan Löfberg]

So your question has been answered?

[覃岭]

yes, I understand.

[yongjie wang]

Hello,覃岭，I found that your research was more about two-stage robust optimization problem,involved priaml and dual,benders cut,and CCG algorithm, ie, mainly about uncertainty. We can have a communication. Could you give me your email.Thanks, hope for your reply.