Benders decomposition with integer subproblem

作者：

Highlights：

• A Branch-and-Cut algorithm using Benders decomposition method is proposed.

• The algorithm is applied in case of integer subproblem.

• “Local” and “Global Cuts” are used to warm start the master problem in each node.

• The validity of the cuts is mathematically proved.

• A case study tests the efficiency of the algorithm.

摘要

•A Branch-and-Cut algorithm using Benders decomposition method is proposed.•The algorithm is applied in case of integer subproblem.•“Local” and “Global Cuts” are used to warm start the master problem in each node.•The validity of the cuts is mathematically proved.•A case study tests the efficiency of the algorithm.

论文关键词：Benders decomposition,Integer subproblem,Branch and cut,Local cuts,Global cuts

论文评审过程：Received 24 April 2016, Revised 10 July 2017, Accepted 12 July 2017, Available online 13 July 2017, Version of Record 21 July 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.07.017