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Implement Feasibility Cuts for PlasmoBenders #6

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dlcole3 opened this issue Jan 1, 2025 · 1 comment
Open

Implement Feasibility Cuts for PlasmoBenders #6

dlcole3 opened this issue Jan 1, 2025 · 1 comment

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@dlcole3
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dlcole3 commented Jan 1, 2025

Currently, PlasmoBenders does not handle infeasible solutions very well. There is an option to add slacks to the linking constraints, but in practice, they do not have the greatest performance. It would be helpful to try implementing feasibility cuts as an alternative

@dlcole3 dlcole3 changed the title Implement feasibility Cuts for PlasmoBenders Implement Feasibility Cuts for PlasmoBenders Jan 1, 2025
@odow
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odow commented Jan 16, 2025

Linking to this section of the JuMP docs: https://jump.dev/JuMP.jl/stable/tutorials/algorithms/benders_decomposition/#Feasibility-cuts

The JuMP trick is to recognize that you can use dual_objective_value(model) when there is an infeasibility certificate for the intercept.

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