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[docs] fix benders_decomposition.jl #3532

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merged 6 commits into from
Oct 8, 2023
Merged

[docs] fix benders_decomposition.jl #3532

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5d7cc17
[docs] fix benders_decomposition.jl
odow Oct 4, 2023
07a9278
Simplify callback function
odow Oct 4, 2023
8d2d4eb
Update benders_decomposition.jl
odow Oct 5, 2023
2243ada
Update docs/src/tutorials/algorithms/benders_decomposition.jl
odow Oct 5, 2023
abd36d6
Update docs/src/tutorials/algorithms/benders_decomposition.jl
odow Oct 7, 2023
64017e5
Update docs/src/tutorials/algorithms/benders_decomposition.jl
odow Oct 7, 2023
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4 changes: 2 additions & 2 deletions docs/src/tutorials/algorithms/benders_decomposition.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -239,7 +239,7 @@ y_optimal = optimal_ret.y
lazy_model = Model(GLPK.Optimizer)
@variable(lazy_model, x[1:dim_x] >= 0, Int)
@variable(lazy_model, θ >= M)
@objective(lazy_model, Min, θ)
@objective(lazy_model, Min, c_1' * x + θ)
print(lazy_model)

# What differs is that we write a callback function instead of a loop:
Expand All @@ -266,7 +266,7 @@ function my_callback(cb_data)
return
end
cut = @build_constraint(θ >= ret.obj + -ret.π' * A_1 * (x .- x_k))
MOI.submit(model, MOI.LazyConstraint(cb_data), cut)
MOI.submit(lazy_model, MOI.LazyConstraint(cb_data), cut)
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I should look at why this didn't error. It should have...

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image
It has indeed, after changing GLPK to Gurobi. (I have not installed GLPK)

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Ah, so this might be an issue with GLPK, not with JuMP. Thanks for looking.

return
end

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