Improved Benders decomposition approach to complete robust optimization in box-interval

Benders Decomposition Approach to Robust Mixed Integer Programming

Solving mixed-integer robust optimization problems with interval uncertainty using Benders decomposition

Sauleh Siddiqui*, Steven A Gabriel and Shapour Azarm Johns Hopkins University, Baltimore, MD, USA; Department of Civil Engineering, Applied Mathematics & Statistics, and Scientific Computation Program, University of Maryland, College Park, MD, USA; and Department of Mechanical Engineering, Applied Mathematics & Statistics, and Scientific Computation Program, University of Maryland, College Park...

A modified Benders decomposition method for efficient robust optimization under interval uncertainty

The goal of robust optimization problems is to find an optimal solution that is minimally sensitive to uncertain factors. Uncertain factors can include inputs to the problem such as parameters, decision variables, or both. Given any combination of possible uncertain factors, a solution is said to be robust if it is feasible and the variation in its objective function value is acceptable within ...

A Benders decomposition approach for the robust spanning tree problem with interval data

The robust spanning tree problem is a variation, motivated by telecommunications applications, of the classic minimum spanning tree problem. In the robust spanning tree problem edge costs lie in an interval instead of having a fixed value. Interval numbers model uncertainty about the exact cost values. A robust spanning tree is a spanning tree whose total cost minimizes the maximum deviation fr...

A new Approach Versus Benders Decomposition in Aggregate Production Planning

This paper proposes a simplified solution procedure to the model presented by Akinc and Roodman. The Benders’ decomposition procedure for analyzing this model has been developed, and its shortcomings have been highlighted. Here, the special nature of the problem is exploited which allowed us to develop a new algorithm through surrogating method. The two methods are compared by several numerical...