A small example problem
Our implementation of Benders decomposition will solve the following example problem with NCTVAR=3 continuous variables xi, NINTVAR=3 integer variables yi, and NC=4 inequality constraints.
| minimize | 5·x1 | + | 4·x2 | + | 3·x3 | + | 2·y1 | + | 2·y2 | + | 3·y3 | |
| x1 | - | x2 | + | 5·x3 | + | 3·y1 | + | 2·y3 | ≥ 5 | |||
| 4·x2 | + | 3·x3 | - | y1 | + | y2 | ≥ 7 | |||||
| 2·x1 | - | 2·x3 | + | y1 | - | y2 | ≥ 4 | |||||
| 3·x1 | + | 5·y1 | + | 5·y2 | + | 5·y3 | ≥ -2 | |||||
| x, y ≥ 0, y integer | ||||||||||||