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arXiv · 2104.06496

A Framework for Generalized Benders' Decomposition and Its Application to Multilevel Optimization

Suresh Bolusani·Ted K. Ralphs
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Abstract

We describe a framework for reformulating and solving optimization problems that generalizes the well-known framework originally introduced by Benders. We discuss details of the application of the procedures to several classes of optimization problems that fall under the umbrella of multilevel/multistage mixed integer linear optimization problems. The application of this abstract framework to this broad class of problems provides new insights and a broader interpretation of the core ideas, especially as they relate to duality and the value functions of optimization problems that arise in this context.

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Suresh Bolusani, Ted K. Ralphs. 2021-04-13. A Framework for Generalized Benders' Decomposition and Its Application to Multilevel Optimization. https://doi.org/10.1007/s10107-021-01763-7

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