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Accelerating benders decomposition with heuristicmaster problem solutions

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Author(s): Alysson M. Costa | Jean-Fran├žois Cordeau | Bernard Gendron | Gilbert Laporte

Journal: Pesquisa Operacional
ISSN 0101-7438

Volume: 32;
Issue: 1;
Start page: 03;
Date: 2012;
Original page

Keywords: Benders decomposition | extra cuts generation | mixed-integer programming

ABSTRACT
In this paper, a general scheme for generating extra cuts during the execution of a Benders decomposition algorithm is presented. These cuts are based on feasible and infeasible master problem solutions generated by means of a heuristic. This article includes general guidelines and a case study with a fixed charge network design problem. Computational tests with instances of this problem show the efficiency of the strategy. The most important aspect of the proposed ideas is their generality, which allows them to be used in virtually any Benders decomposition implementation.
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