An asynchronous parallel benders decomposition method for stochastic network design problems

R Rahmaniani, TG Crainic, M Gendreau… - Computers & Operations …, 2024 - Elsevier
Benders decomposition (BD) is one of the most popular solution algorithms for stochastic
integer programs. The BD method decomposes stochastic problems into one master …

[图书][B] An asynchronous parallel benders decomposition method

R Rahmaniani, TG Crainic, M Gendreau, W Rei - 2019 - researchgate.net
Benders decomposition (BD) is one of the most popular solution algorithms for stochastic
integer programs. The BD method decomposes stochastic problems into one master …

[图书][B] Partial Benders decomposition strategies for two-stage stochastic integer programs

TG Crainic, W Rei, M Hewitt, F Maggioni - 2016 - academia.edu
Benders decomposition is a broadly used used exact solution method for stochastic
programming, enabling such programs to be decomposed according to the realizations of …

[图书][B] Partial decomposition strategies for two-stage stochastic integer programs

TG Crainic, M Hewitt, W Rei - 2014 - cirrelt.ca
We propose the concept of partial Benders decomposition, based on the idea of retaining a
subset of scenario subproblems in the master formulation and develop a theory to support it …

A Stochastic Benders Decomposition Scheme for Large-Scale Stochastic Network Design

D Bertsimas, R Cory-Wright… - INFORMS Journal …, 2024 - pubsonline.informs.org
Network design problems involve constructing edges in a transportation or supply chain
network to minimize construction and daily operational costs. We study a stochastic version …

[图书][B] A Benders decomposition method for two-stage stochastic network design problems

R Rahmaniani, T Crainic, M Gendreau, W Rei - 2017 - researchgate.net
This paper describes a Benders decomposition algorithm capable of efficiently solving large-
scale instances of the well-known multi-commodity capacitated network design problem with …

Accelerating the Benders decomposition method: Application to stochastic network design problems

R Rahmaniani, TG Crainic, M Gendreau, W Rei - SIAM Journal on …, 2018 - SIAM
This paper describes a Benders decomposition algorithm capable of efficiently solving large-
scale instances of the well-known multicommodity capacitated network design problem with …

[PDF][PDF] Analysis of the Performance of Benders-based Distributed Decomposition Methods for Linear Stochastic Programming

JM Latorre, R Palacios, A Ramos - 2012 - academia.edu
In stochastic programming, the consideration of uncertainty might lead to large scale
problems. In these problems, computational resources might fall short of the requirements …

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

K Kim, B Dandurand - Mathematical Programming Computation, 2022 - Springer
We present a scalable branching method for the dual decomposition of stochastic mixed-
integer programming. Our new branching method is based on the branching method …

Solution of large scale stochastic programs with stochastic decomposition algorithms

S Sen, J Mai, JL Higle - Large Scale Optimization: State of the Art, 1994 - Springer
Stochastic Decomposition (SD) is a randomized version of Benders' decomposition for the
solution of two stage stochastic linear programs with recourse. It combines a recursive …