Warm-start cuts for generalized Benders decomposition.

DOI10.14736/KYB-2017-6-1012MaRDI QIDQ4637445zbMATH OpenOpenAlexFDO

Authors J. Kůdela, Pavel Popela

Publication date 18 April 2018

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/147082

zbMATH Keywords

\(L\)-shaped methodgeneralized Benders decompositionstochastic programmingwarm-start

Mathematics Subject Classification ID

Decomposition methods (49M27) Stochastic programming (90C15) Convex programming (90C25)

Recommendations

• Inexact Cuts in Benders Decomposition
• A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
• A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Extension of the generalized benders' decomposition

Cited in

(3)

• Warm start of the primal-dual method applied in the cutting-plane scheme
• Inexact Cuts in Benders Decomposition
• Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut

Describes a project that uses

Uses Software

• CVX
• SDPT3
• Matlab
• fmincon
• SeDuMi

This page was built for publication: Warm-start cuts for generalized Benders decomposition.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4637445)