Abstract
AbstractLift-and-project (L &P) cuts are well-known general 0–1 programming cuts which are typically deployed in branch-and-cut methods to solve MILP problems. In this article, we discuss ways to use these cuts within the framework of Benders’ decomposition algorithms for solving two-stage mixed-binary stochastic problems with binary first-stage variables and continuous recourse. In particular, we show how L &P cuts derived for the master problem can be strengthened with the second-stage information. An adapted L-shaped algorithm and its computational efficiency analysis is presented. We show that the strengthened L &P cuts can significantly reduce the number of iterations and the solution time.
Funder
hungarian government and the european social fund
Publisher
Springer Science and Business Media LLC
Subject
Management Information Systems,Business, Management and Accounting (miscellaneous),Management Science and Operations Research,Statistics, Probability and Uncertainty
Cited by
1 articles.
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