A hybrid approach of bundle and Benders applied large mixed linear integer problem

DOI10.1155/2013/678783MaRDI QIDQ364462zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Placido Rogerio Pinheiro, P. R. Oliveira

Publication date 9 September 2013

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/678783

Mathematics Subject Classification ID

Linear programming (90C05) Mixed integer programming (90C11)

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.

Recommendations

Cites work

Cited in

(2)

Describes a project that uses

Uses Software

This page was built for publication: A hybrid approach of bundle and Benders applied large mixed linear integer problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q364462)