Accelerating benders decomposition: multiple cuts via multiple solutions
N. Beheshti Asl and
S. A. MirHassani ()
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N. Beheshti Asl: Amirkabir University of Technology
S. A. MirHassani: Amirkabir University of Technology
Journal of Combinatorial Optimization, 2019, vol. 37, issue 3, No 2, 806-826
Abstract:
Abstract Benders decomposition (BD) is a well-known approach that has been successfully applied to various mathematical programming problems. According to previous studies, slow convergence is the main drawback of this method. In this paper, multi-solution of the master problem has been applied to accelerate the BD algorithm and improve both lower and upper bounds by simultaneously adding multiple feasibility and optimality cuts. A novel integration of Benders cuts was used to prevent the growth of master problem. Computational experiments were applied to a series of logistics facility location problems. Our numerical experiments resulted in a 61% decrease in the total number of iterations and up to 73% reduction in the solution time, confirming the outstanding performance of the proposed method.
Keywords: Benders decomposition; Multiple master solution; Logistics facility location problem; Multiple cuts (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)
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Persistent link: https://EconPapers.repec.org/RePEc:spr:jcomop:v:37:y:2019:i:3:d:10.1007_s10878-018-0320-8
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DOI: 10.1007/s10878-018-0320-8
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