Annotating a model for Benders Decomposition

[hdavid16]

I am wondering if it is possible to use CPLEX.jl to annotate models to implement the CPLEX benders decomposition (see https://www.ibm.com/support/knowledgecenter/SSSA5P_12.8.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/discr_optim/benders/parameterBenders.html).

I have successfully used the MOI.RawParameter as suggested in the README, to set the CPLEX benders strategy to automatic. However, I would like to specify which variables should belong to which subproblem. To do so, I need to annotate the model, but am not sure if CPLEX.jl has these capabilities included (see https://www.ibm.com/support/knowledgecenter/SSSA5P_12.8.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/discr_optim/benders/annotatedDecomp.html).

Thank you!

[odow]

This functionality isn't wrapped.

The first step is to wrap these C functions: https://www.ibm.com/support/knowledgecenter/SSSA5P_12.8.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/discr_optim/benders/annotationsC.html

And then provide MOI attributes (like RawParameter) to get/set them.

[hdavid16]

Thank you for your response. Looking in the cpx_solve.jl file, I found that the functionality is in fact implemented already via newlongannotation and setlongannotations. I have the annotations working and benders decomposition running. However, I am getting some random strange behavior in the annotations during some runs. The last input to setlongannotations is to specify an array with long values. I am using the form [Clong(some_number)] for this input. Most of the times, the correct number is annotated, however, sometimes I get very strange behavior (see snippet of the .ann file generated by CPLEX):

`<?xml version='1.0' encoding='utf-8'?>