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Accelerating benders decomposition: multiple cuts via multiple solutions

Author

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  • N. Beheshti Asl

    (Amirkabir University of Technology)

  • S. A. MirHassani

    (Amirkabir University of Technology)

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.

Suggested Citation

  • N. Beheshti Asl & S. A. MirHassani, 2019. "Accelerating benders decomposition: multiple cuts via multiple solutions," Journal of Combinatorial Optimization, Springer, vol. 37(3), pages 806-826, April.
    • Handle: RePEc:spr:jcomop:v:37:y:2019:i:3:d:10.1007_s10878-018-0320-8
    DOI: 10.1007/s10878-018-0320-8
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