Publication detail

Warm-start Cuts for Generalized Benders Decomposition

KŮDELA, J. POPELA, P.

English title

Warm-start Cuts for Generalized Benders Decomposition

Type

WoS Article

Language

en

Original abstract

In this paper, we describe a decomposition algorithm suitable for two-stage convex stochastic programs known as Generalized Benders Decomposition. For this algorithm we propose a new reformulation that incorporates a lower bound cut that serves as a warm-start, decreasing the overall computation time. Additionally, we test the performance of the proposed reformulation on two modifications of the algorithm (bunching and multicut) using numerical examples. The numerical part is programmed in MATLAB and uses state-of-the-art conic solvers.

Keywords in English

stochastic programming, Generalized Benders Decomposition, L-shaped method, warm{start

Released

2017-12-31

Publisher

UTIA

Location

Prague

ISSN

0023-5954

Journal

KYBERNETIKA

Volume

53

Number

6

Pages from–to

1012–1025

Pages count

13

BIBTEX


@article{BUT142260,
  author="Jakub {Kůdela} and Pavel {Popela}",
  title="Warm-start Cuts for Generalized Benders Decomposition",
  journal="KYBERNETIKA",
  year="2017",
  volume="53",
  number="6",
  pages="1012--1025",
  doi="10.14736/kyb-2017-6-1012",
  issn="0023-5954"
}