Revisiting Benders Decomposition

Boris Detienne 1, 2 Ruslan Sadykov 1, 2 Halil Şen 1, 2 Francois Vanderbeck 1, 2
1 Realopt - Reformulations based algorithms for Combinatorial Optimization
LaBRI - Laboratoire Bordelais de Recherche en Informatique, IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
Abstract : Benders decomposition entails a two-stage optimization approach to a mixed integer program: first-stage decision variables are optimized using a polyhedral approximation of the problem's projection; then a separation problem expressed in the second-stage variables is solved to check if the current first-stage solution is feasible; otherwise, it produces a violated inequality. Such cutting-plane algorithm can suffer severe drawbacks regarding its convergence rate. We review the battery of approaches that have been proposed in the literature to address these drawbacks and to speed-up the algorithm. Our contribution consists in proposing a unified framework to explain these techniques, showing that in several cases, different proposals of the literature boil down to the same key ideas. We complete this review with a numerical study of implementation options for Benders algorithmic features and enhancements.
Type de document :
Communication dans un congrès
Symposium Combinatorial Optimization and Applications, Feb 2017, Edinburgh, United Kingdom. 2017
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https://hal.inria.fr/hal-01467283
Contributeur : François Vanderbeck <>
Soumis le : mardi 14 février 2017 - 12:00:12
Dernière modification le : lundi 26 novembre 2018 - 16:12:02

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  • HAL Id : hal-01467283, version 1

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Boris Detienne, Ruslan Sadykov, Halil Şen, Francois Vanderbeck. Revisiting Benders Decomposition. Symposium Combinatorial Optimization and Applications, Feb 2017, Edinburgh, United Kingdom. 2017. 〈hal-01467283〉

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