A hybrid approach of bundle and Benders applied large mixed linear integer problem (Q364462): Difference between revisions
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Summary: Consider a large mixed integer linear problem where structure of the constraint matrix is sparse, with independent blocks, and coupling constraints and variables. There is one of the groups of constraints to make difficult the application of Benders scheme decomposition. In this work, we propose the following algorithm; a Lagrangian relaxation is made on the mentioned set of constraints; we presented a process heuristic for the calculation of the multiplier through the resolution of the dual problem, structured starting from the bundle methods. According to the methodology proposed, for each iteration of the algorithm, we propose Benders decomposition where quotas are provided for the value function and \(\varepsilon\)-subgradient. | |||
| Property / review text: Summary: Consider a large mixed integer linear problem where structure of the constraint matrix is sparse, with independent blocks, and coupling constraints and variables. There is one of the groups of constraints to make difficult the application of Benders scheme decomposition. In this work, we propose the following algorithm; a Lagrangian relaxation is made on the mentioned set of constraints; we presented a process heuristic for the calculation of the multiplier through the resolution of the dual problem, structured starting from the bundle methods. According to the methodology proposed, for each iteration of the algorithm, we propose Benders decomposition where quotas are provided for the value function and \(\varepsilon\)-subgradient. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6206836 / rank | |||
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Revision as of 11:19, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid approach of bundle and Benders applied large mixed linear integer problem |
scientific article |
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A hybrid approach of bundle and Benders applied large mixed linear integer problem (English)
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9 September 2013
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Summary: Consider a large mixed integer linear problem where structure of the constraint matrix is sparse, with independent blocks, and coupling constraints and variables. There is one of the groups of constraints to make difficult the application of Benders scheme decomposition. In this work, we propose the following algorithm; a Lagrangian relaxation is made on the mentioned set of constraints; we presented a process heuristic for the calculation of the multiplier through the resolution of the dual problem, structured starting from the bundle methods. According to the methodology proposed, for each iteration of the algorithm, we propose Benders decomposition where quotas are provided for the value function and \(\varepsilon\)-subgradient.
0 references
