Accelerating Benders decomposition with heuristic master problem solutions

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

Research output: Contribution to journalArticle

16 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)3-19
Number of pages17
JournalPesquisa Operacional
Volume32
Issue number1
DOIs
Publication statusPublished - 2012

Keywords

  • Benders decomposition
  • Extra cuts generation
  • Mixed-integer programming

ASJC Scopus subject areas

  • Management Science and Operations Research

Cite this