Warm-start cuts for Generalized Benders Decomposition

Inexact Cuts in Benders Decomposition

Benders' decomposition is a well-known technique for solving large linear programs with a special structure. In particular it is a popular technique for solving multi-stage stochastic linear programming problems. Early termination in the subproblems generated during Benders' decomposition (assuming dual feasibility) produces valid cuts which are inexact in the sense that they are not as constra...

Generalized Benders Decomposition 1

Abs t r ac t . J . F . Benders devised a clever approach for exploiting the structure of mathematical programming problems with complicating variables (variables which, when temporarily fixed, render the remaining optimization problem considerably more tractable). For the class of problems specifically considered by Benders, fixing the values of the complicating variables reduces the given prob...

Combinatorial Benders' Cuts

A decomposition-based warm-start method for stochastic programming

In this paper we propose a warm-start technique for interior point methods applicable to multi-stage stochastic programming problems. The main idea is to generate an initial point for the interior point solver by decomposing the barrier problem associated with the deterministic equivalent at the second stage and using a concatenation of the solutions of the subproblems as a starting point for t...

Scenario-based modeling for multiple allocation hub location problem under disruption risk: multiple cuts Benders decomposition approach

The hub location problem arises in a variety of domains such as transportation and telecommunication systems. In many real-world situations, hub facilities are subject to disruption. This paper deals with the multiple allocation hub location problem in the presence of facilities failure. To model the problem, a two-stage stochastic formulation is developed. In the proposed model, the number of ...