I’ve solved my Unit Commitment model successfully by two-stage stochastic programming method. Now, I’m trying to solve it by CPLEX Benders, and get the warning ”Warning: After zero iterations CPLEX 20.1 terminated and StochasticGMP_PowerExpModel is still infeasible. ”. Does anyone know how to solve this problem?
@Jingfan Liu. Hard to say what is going on. Maybe the CPLEX status file provides more information. It will be printed in the log folder after setting the following options:
Please note that the NetworkRingDesign example demonstrates solving a stochastic (integer) program using CPLEX Benders.
Thank you for your answer! @Marcel Hunting. I’ve futher simplified my model, and got an solution. But now I get another question which is how to observe the iterrative process of CPLEX Benders Algorithm, for example, show the convergence of upper bound and lower bound during every iteration step. Dose it possible for AIMMS?
@Jingfan Liu. For MIP you can use an iteration callback, as demonstrated in the attached modified NetworkRingDesign example. However, the callback procedure will not be called for every iteration.
AIMMS does not support something similar for LP.