From a7aecf318bc958285e1c236c69a6fd3bf6d507f5 Mon Sep 17 00:00:00 2001 From: Oscar Dowson Date: Thu, 3 Oct 2024 10:11:56 +1300 Subject: [PATCH] Update benders_decomposition.jl --- .../tutorials/algorithms/benders_decomposition.jl | 14 ++++++++------ 1 file changed, 8 insertions(+), 6 deletions(-) diff --git a/docs/src/tutorials/algorithms/benders_decomposition.jl b/docs/src/tutorials/algorithms/benders_decomposition.jl index de9bfe1a126..8d25ead0979 100644 --- a/docs/src/tutorials/algorithms/benders_decomposition.jl +++ b/docs/src/tutorials/algorithms/benders_decomposition.jl @@ -216,7 +216,7 @@ end # Note that `solve_subproblem` returns a `NamedTuple` of the objective value, # the optimal primal solution for `y`, and the optimal dual solution for `π`, -# which we obtained from the reduced cost of the `x` variables. +# which we obtained from the [`reduced_cost`](@ref) of the `x` variables. # We're almost ready for our optimization loop, but first, here's a helpful # function for logging: @@ -369,11 +369,11 @@ set_silent(subproblem) @constraint(subproblem, [i = 1:n, j = 1:n], y[i, j] <= G[i, j] * x_copy[i, j]) @constraint(subproblem, [i = 2:n-1], sum(y[i, :]) == sum(y[:, i])) @objective(subproblem, Min, -sum(y[1, :])) +subproblem -# Our function to solve the subproblem is also slightly different. First, we +# Our function to solve the subproblem is also slightly different because we # need to fix the value of the `x_copy` variables to the value of `x` from the -# first-stage problem, and second, we compute the dual using the -# [`reduced_cost`](@ref) of `x_copy`: +# first-stage problem: function solve_subproblem(model, x) fix.(model[:x_copy], x) @@ -425,9 +425,9 @@ inplace_solution == monolithic_solution # first-stage values of `x`, the subproblem might be infeasible. The solution is # to add a Benders feasibility cut: # ```math -# v_k + u_k^\top (x - x_k) \le 0. +# v_k + u_k^\top (x - x_k) \le 0 # ``` -# where $u_k$ is an dual unbounded ray of the subproblem, and $v_k$ is the +# where $u_k$ is a dual unbounded ray of the subproblem and $v_k$ is the # intercept of the unbounded ray. # As a variation of our example which leads to infeasibilities, we add a @@ -442,6 +442,7 @@ set_silent(model) @variable(model, θ >= M) @constraint(model, sum(x) <= 11) @objective(model, Min, 0.1 * sum(x) + θ) +model # But the subproblem has a new constraint that `sum(y) >= 1`: @@ -456,6 +457,7 @@ set_attribute(subproblem, "presolve", "off") @constraint(subproblem, [i = 1:n, j = 1:n], y[i, j] <= G[i, j] * x_copy[i, j]) @constraint(subproblem, [i = 2:n-1], sum(y[i, :]) == sum(y[:, i])) @objective(subproblem, Min, -sum(y[1, :])) +subproblem # The function to solve the subproblem now checks for feasibility, and returns # the dual objective value and an dual unbounded ray if the subproblem is