Accelerating benders decomposition with heuristicmaster problem solutions

AUTOR(ES)

Costa, Alysson M., Cordeau, Jean-François, Gendron, Bernard, Laporte, Gilbert

FONTE

Pesquisa Operacional

DATA DE PUBLICAÇÃO

08/03/2012

RESUMO

In this paper, a general scheme for generating extra cuts during the execution of a Benders decomposition algorithm is presented. These cuts are based on feasible and infeasible master problem solutions generated by means of a heuristic. This article includes general guidelines and a case study with a fixed charge network design problem. Computational tests with instances of this problem show the efficiency of the strategy. The most important aspect of the proposed ideas is their generality, which allows them to be used in virtually any Benders decomposition implementation.

Documentos Relacionados

• Stochastic Benders decomposition for the supply chain investment planning problem under demand uncertainty
• New solutions to the hierarchy problem
• Solution of the embedding problem and decomposition of symmetric matrices.
• Contractual solutions to the holdup problem: a survey
• Library Overdues: Analysis, Strategies and Solutions to the Problem