Abstract

COSTA, Alysson M.; CORDEAU, Jean-François; GENDRON, Bernard  and  LAPORTE, Gilbert. Accelerating benders decomposition with heuristicmaster problem solutions. Pesqui. Oper. [online]. 2012, vol.32, n.1, pp. 03-20.  Epub Mar 08, 2012. ISSN 0101-7438.  http://dx.doi.org/10.1590/S0101-74382012005000005.

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.

Keywords : Benders decomposition; extra cuts generation; mixed-integer programming.