Benders’ Decomposition Methods for Structured Optimization, including Stochastic Optimization
نویسنده
چکیده
منابع مشابه
Risk optimization with p-order conic constraints: A linear programming approach
The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints. The proposed approach is based on construction of polyhedral approximations for p-order cones, and then invoking a Benders decomposition scheme that allows for efficient solving of the approximating pr...
متن کاملA Benders' Decomposition Method to Solve Stochastic Distribution Network Design Problem with Two Echelons and Inter-Depot Transportation
In many practical distribution networks, managers face significant uncertainties in demand, local price of building facilities, transportation cost, and macro and microeconomic parameters. This paper addresses design of distribution networks in a supply chain system which optimizes the performance of distribution networks subject to required service level. This service level, which is consider...
متن کاملA Modified Benders Decomposition Algorithm for Supply Chain Network Design under Risk Consideration
In today’s competitive business environment, the design and management of supply chainnetwork is one of the most important challenges that managers encounter. The supply chain network shouldbe designed for satisfying of customer demands as well as minizing the total system costs. This paper presentsa multi-period multi-stage supply chain network design problem under demand uncertainty. The prob...
متن کاملTwo-stage Stochastic Programing Based on the Accelerated Benders Decomposition for Designing Power Network Design under Uncertainty
In this paper, a comprehensive mathematical model for designing an electric power supply chain network via considering preventive maintenance under risk of network failures is proposed. The risk of capacity disruption of the distribution network is handled via using a two-stage stochastic programming as a framework for modeling the optimization problem. An applied method of planning for the net...
متن کاملDecomposition Algorithms for Global Solution of Deterministic and Stochastic Pooling Problems in Natural Gas Value Chains
In this thesis, a Benders decomposition algorithm is designed and implemented to solve both deterministic and stochastic pooling problems to global optimality. Convergence of the algorithm to a global optimum is proved and then it is implemented both in GAMS and C++ to get the best performance. A series of example problems are solved, both with the proposed Benders decomposition algorithm and c...
متن کامل