blockdecomposition.md

Setup decomposition with BlockDecomposition

BlockDecomposition allows the user to perform two types of decomposition using BlockDecomposition.@dantzig_wolfe_decomposition and BlockDecomposition.@benders_decomposition.

For both decompositions, the index-set of the subproblems is declared through an BlockDecomposition.@axis. It returns an array. Each value of the array is a subproblem index wrapped into a BlockDecomposition.AxisId. Each time BlockDecomposition finds an AxisId in the indices of a variable and a constraint, it knows to which subproblem the variable or the constraint belongs.

The macro creates a decomposition tree where the root is the master and the depth is the number of nested decompositions. A classic Dantzig-Wolfe or Benders decomposition produces a decomposition tree of depth 1. At the moment, nested decomposition is not supported.

You can get the subproblem membership of all variables and constraints using the method BlockDecomposition.annotation.

BlockDecomposition does not change the JuMP model. It decorates the model with additional information. All this information is stored in the ext field of the JuMP model.

CurrentModule = BlockDecomposition

Errors and warnings

MasterVarInDwSp
VarsOfSameDwSpInMaster

References

BlockModel

These are the methods to decompose a JuMP model :

@axis
@benders_decomposition
@dantzig_wolfe_decomposition

These are the methods to set additional information to the decomposition (multiplicity and optimizers) :

getmaster
getsubproblems
specify!

This method helps you to check your decomposition :

annotation

CurrentModule = nothing