I want to solve a nested optimization problem using Benders decomposition, where the first stage relies on the second stage, and the second stage relies on the third stage. The challenge is that the second stage is updated with Benders cuts from the third stage, which changes its dual formulation in…

Nested Benders with MIP/LP solvers

WalterMadelim March 12, 2025, 8:10am 8

I think the objective_bound is valid. And when it is solved to optimal, the 2 values coincides.
I find a new problem, please see my new topic.Gurobi12 reports obj_value < obj_bound in a Min-Program?

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