Benders Decomposition


(Sssaha) #1

Is there any example that illustrates how CVX solver can be used to solve a Benders Decomposition Problem ?


(Michael C. Grant) #2

I’m afraid this is way too broad a question for this site, which is devoted to specific usage questions involving CVX. CVX is simply a modeling language; whether you use it to solve a Benders Decomposition problem depends on how you choose to build your models—before you ever get to CVX.


(Mark L. Stone) #3

Some random Googling: Section III of http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.705.4834&rep=rep1&type=pdf .