Journal Article10.1007/BF02591718
Cross decomposition for mixed integer programming
183
TL;DR: The development of the cross decomposition method captures profound relationships between primal and dual decomposition, and shows that the more constraints can be included in the Langrangean relaxation, the fewer the Benders cuts one may expect to need.
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Abstract: Many methods for solving mixed integer programming problems are based either on primal or on dual decomposition, which yield, respectively, a Benders decomposition algorithm and an implicit enumeration algorithm with bounds computed via Lagrangean relaxation. These methods exploit either the primal or the dual structure of the problem. We propose a new approach, cross decomposition, which allows exploiting simultaneously both structures. The development of the cross decomposition method captures profound relationships between primal and dual decomposition. It is shown that the more constraints can be included in the Langrangean relaxation (provided the duality gap remains zero), the fewer the Benders cuts one may expect to need. If the linear programming relaxation has no duality gap, only one Benders cut is needed to verify optimality.
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TL;DR: A state-of-the-art survey of the Benders Decomposition algorithm, emphasizing its use in combinatorial optimization and introducing a taxonomy of algorithmic enhancements and acceleration strategies based on the main components of the algorithm.
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Decomposition Principle for Linear Programs
George B. Dantzig,Philip Wolfe +1 more
TL;DR: A technique is presented for the decomposition of a linear program that permits the problem to be solved by alternate solutions of linear sub-programs representing its several parts and a coordinating program that is obtained from the parts by linear transformations.
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The Lagrangian Relaxation Method for Solving Integer Programming Problems
TL;DR: This paper is a review of Lagrangian relaxation based on what has been learned in the last decade and has led to dramatically improved algorithms for a number of important problems in the areas of routing, location, scheduling, assignment and set covering.
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A Cross Decomposition Algorithm for Capacitated Facility Location
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283