Article ID Journal Published Year Pages File Type
1142059 Operations Research Letters 2016 6 Pages PDF
Abstract

We develop a variant of Benders decomposition for mixed-integer programming that solves each master problem by explicit enumeration. By storing the master problem’s current objective-function value for each potential solution, computational effort remains essentially constant across iterations. Using both serial and parallel processing, tests against competing methods show computational speedups that exceed two orders of magnitude.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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