All the first-stage decision must be binary in the integer strategies

martinbiel / StochasticPrograms.jl

Julia package for formulating and analyzing stochastic recourse models.

MIT License

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All the first-stage decision must be binary in the integer strategies #33

Closed enri07 closed 3 years ago

enri07 commented 3 years ago

Hi,

I'm trying to solve an integer problem by using one of the Integer strategies proposed in the manual. I've tried both CombinatorialCuts and Convexification, but when I run the optimization the following error appears:

ERROR: LoadError: Combinatorial cuts require all first-stage decisions to be binary.

I was wondering if there is a solution to avoid this request. Thank you for your time.

martinbiel commented 3 years ago

I am afraid that this is a theoretical requirement for this strategy to converge. The convexification strategy configured with Gomory cutting planes is your only option for mixed-integer problems as of now. There is however no theoretical convergence guarantee using this method either since that would require special techniques not yet implemented.