Closed TheoGuyard closed 3 years ago
There are now two experimental extensions that handle integer recourse in the L-shaped algorithm, on the master branch. They are activated by either
set_optimizer_attribute(sp, IntegerStrategy(), CombinatorialCuts())
or
set_optimizer_attribute(sp, IntegerStrategy(), Convexification())
The default IntegerStrategy
, IgnoreIntegers
, includes the safeguard checks suggested here. Thanks!
Hey ! There is no safeguard for model with integer recourses. The standard L-Shaped method (for instance) can not be used in such cases. A safeguard could prevent errors of type
ERROR: Gurobi Error 10005: Unable to retrieve attribute 'Pi'
when adding new cuts during the method.