I want to implement Benders decomposition on a MIP that I have. To that end, I am using JuliaOpt’s sample code on Benders (by Shuvomoy) as a reference point: http://www.juliaopt.org/notebooks/Shuvomoy%20-%20Benders%20decomposition.html
However, in his code, he has one master problem and a single sub-problem. However, I have a lot of sub-problems. Is it possible to define multiple callback functions inside a for loop in Julia?