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Add convergence criteria to Benders algorithm

Open DillonJ opened this issue 1 year ago • 0 comments

Sometimes the objective function improvement between successive Benders iterations becomes very small... we could add a convergence criteria where if the relative difference in objective lower bound values between successive iterations is lower than a certain tolerernce, the algorithm terminates

DillonJ avatar Oct 26 '23 22:10 DillonJ