Re: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code

[Robbie Morrison]

Hello Steven

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To:           address@hidden
Subject:      [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code
Message-ID:  <address@hidden>
From:         Andrew Makhorin <address@hidden>
Date:         Thu, 08 Nov 2012 11:15:39 +0400
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> -------- Forwarded Message --------
> From: Steven G <address@hidden>
> To: address@hidden
> Subject: Converting AMPL Bender's Decomposition code to GLPK
> Date: Thu, 8 Nov 2012 00:45:51 -0500
>
> Hello,
>
> I am trying to convert the following .data .mod
> and .run files from APML to GLPK. The reason for
> this is that I have to solve a Bender's
> Decomposition in GLPK, and I have an AMPL
> example of a Bender's problem so I am trying to
> learn from that.
>
> I release that GLPK only allows to use the solve
> statement once; however, in Bender's
> decomposition you need to solve a Subproblem and
> a master problem simultaneously (as seen in the
> .run file), so I am very confused on how to do
> this with one solve statement.
>
> I know there isn't a run file in GLPK and I will
> need to combine the .mod and .run files for
> GLPK.
>
> If you could help me to convert this code into
> GLPK to look at or have a similar example or can
> give me any advice on the matter it will be
> greatly apprieciated.
>
> Thank you.

Here are two links to the GLPK wikibook.  The
first describes a Dantzig-Wolfe decomposition
project:

  http://en.wikibooks.org/wiki/GLPK/Add-Ons#Dantzig-Wolfe_decomposition

The second describes how to mix scripting and
MathProg:

  http://en.wikibooks.org/wiki/GLPK/Scripting_plus_MathProg

This 2003 thread might also be of interest:

  http://lists.gnu.org/archive/html/help-glpk/2003-12/msg00006.html

I don't have any direct knowledge of Benders
decomposition.  If you get something working, can
you post it back here and I will add it to the wikibook.

HTH, Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
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