How to utilize a Benders Decompostion function to solve a model in Yalmip?

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Xinwei Shen

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Jun 13, 2017, 5:05:41 AM6/13/17
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I wrote a function solving MILP problems based on Benders Decompostion in Matlab, as shown below:
function [OptX,OptY,OptValue]=BendersDecomposition(C,D,A,B,b)
%Benders Decom.
% [OptX,OptY,OptValue]=BendersDecomposition(C,D,A,B,b)
%
%         min  C*x+D*y
%         s.t. A*x+B*y>=b; x,0-1 var,y>=0

I was wondering if I can use this function to solve a model that was built-up by yalmip, that is to say: now I have a model with Constraints F, Objective function Obj defined in yalmip(which is of course also a MILP model), how can I get those Matrix A, B, C, D, b using function included in yalmip?

Thank you so much.

Johan Löfberg

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Jun 13, 2017, 5:16:04 AM6/13/17
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You can use export to export it to the numerical solver format you are familiar with
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