Good afternoon,
I am trying to solve a problem of Benders Decomposition. In this method, I have to solve iteratively 2 problems until certain conditions are met. In each iteration, one constraint is being added to the first problem, so I need to know how to introduce this new constraints into it.
My problems are read from a ".lp" file in a C++ compiler. For adding this constraints I have thought two methods:
-The first one is creating in this ".lp" file a set of empty constraints, that I will go filling in each iteration. The problem here is that these constraints are occupying much space (even if all values there are 0 at the begging).
-The second one is to add them in each iteration. The problem here is that I don't know how to define them. My equations are like the type "s(iteration)=1", "z(iteration)=0", "h(iteration)=0", but with the functions showed in the manual its hard to understand. For all I read, first I have to create the rows (glp_add_rows(problem, number of new constraints)) and then set their bounds with glp_set_row_bnds(problem, row, type, lowerB,upperB). But how can I assigned to them the form of the equation to make "s(iteration)=1"?
I hope you can help me with that, it will be a good support,
Thanks in advance,
Fernando