Is anybody an expert in bender decomposition algorithm programming with GAMS software which may help me in this regard?

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Saeed Manshadi

Dear Iman,

The trick in implementation of Benders' decomposition in GAMS is to define cutsets and make them active whenever you want to generate a cut.

This link may help you:

http://amsterdamoptimization.com/pdf/benders.pdf

Iman Rahimi

Dear Saeed,

I know about this link,however I am working on bender decomposition algorithm as my solution procedure to deal with my multi objective developed model.

I have code my model in GAMS software ,however I can not find pareto optimal solutions because there are some mistake that I am not able to solve them.Moreover I do not know how to apply weights in my model to deal my bi-objective model.

Are your trying to generate optimality cut or feasibility cut?

optimality cut