Mixed-Integer NonLinear Programming: Generalized Benders decomposition (GBD)
Public DepositedJ.F. Benders devised an approach for exploiting the structure of mathematical programming problems with complicating variables (variables which, when temporarily fixed, render the remaining optimization problem considerably more tractable).The algorithm he proposed for finding the optimal value of this vector employs a cutting-plane approach for building up adequate representations of (i) the extremal value of the linear program as a function of the parameterizing vector and (ii) the set of values of the parameterizing vector for which the linear program is feasible. Linear programming duality theory was employed to derive the natural families of cuts characterizing these representations, and the parameterized linear program itself is used to generate what are usually deepest cuts for building up the representations. Geoffrion (1972) generalized the approach proposed by Benders (1962) to a broader class of optimization problems in which the parametrized subproblem need no longer be a linear program. Nonlinear convex duality theory is employed to derive the natural families of cuts corresponding to those in Bender's case.
- Last modified
- 11/30/2018
- Creator
- DOI
- Keyword
- Rights statement
Relationships
- In Collection:
Items
Thumbnail | Title | Date Uploaded | Visibility | Actions |
---|---|---|---|---|
7_Generalized_Benders_decomposition__GBD__-_optimization.pdf | 2018-11-30 | Public |
|