An L-shaped method with strengthened lift-and-project cuts

Author:

Glushko PavloORCID,Fábián Csaba I.ORCID,Koberstein AchimORCID

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. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Overview of Hungarian operations research based on the VOCAL 2022 conference;Central European Journal of Operations Research;2024-08-12

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