Extreme Ray of Sub Problem(Benders)

Problems with modeling
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muaa2404
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Extreme Ray of Sub Problem(Benders)

Post by muaa2404 » 1 month ago

I am implementing benders decomposition in GAMS. I need to find the extreme ray of sub problem when it is infeasible. I don’t know how to generate extreme ray in gams directly.

I know that there exists implementation of Erwin K. for benders in gams. He directly modified the sub-problem by forcing its objective to be one. Moreover, he also modifies the constraints of sub-problem. But why?? Any help will be appreciated. Thanks in advance.

http://amsterdamoptimization.com/pdf/benders.pdf

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