/LBDA

LBDA+: a mixed-integer two-stage recourse problem solver using a loose Benders decomposition algorithm.

Primary LanguageC++MIT LicenseMIT

LBDA+: solving mixed-integer recourse models

The user manual explains how this repository works. It can be obtained here, as manual.pdf.

Dependencies

Our code builds on the following:

  • Carma, released under an Apache 2.0 license. Included in this repository as a submodule under lbda/vendor.
  • pybind11, released under a modified BSD license. Included in this repository as a submodule under lbda/vendor.
  • Armadillo, released under an Apache 2.0 license.
  • Gurobi.