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3889. Primal Benders Decomposition
Invited abstract in session WA-25: Topics in Integer Programming I, stream Combinatorial Optimization.
Wednesday, 8:30-10:00Room: 011 (building: 208)
Authors (first author is the speaker)
| 1. | Issmail El Hallaoui
|
| Math. and Ind. Eng., Polytechnique Montréal and GERAD | |
| 2. | El Mehdi Er Raqabi
|
| Math. and Ind. Eng., Polytechnique Montréal and GERAD | |
| 3. | Francois Soumis
|
| GERAD |
Abstract
Benders decomposition has been applied significantly to tackle large-scale optimization problems with complicating variables, which, when temporarily fixed, yield problems significantly easier to solve. Still, in its standard form, Benders decomposition shows several shortcomings, for instance upper bound zigzagging (for a minimization problem). We propose the Primal Benders Decomposition where the upper bound decreases at each iteration. It fully profits from primal information generally available in practice. As consequence, the number of cuts needed to converge is drastically reduced. Tests on large scale academic and industrial problems will be presented.
Keywords
- Programming, Integer
- Large Scale Optimization
- Logistics
Status: accepted
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