We describe a decomposition algorithm that combines Benders and scenariobased Lagrangean decomposition for two-stage stochastic programming investment planning problems with complete recourse, where the first-stage variables are mixedinteger and the second-stage variables are continuous. The algorithm is based on the cross-decomposition scheme and fully integrates primal and dual information in...

This paper proposes a method of generating valid integer Benders cuts for a general class of integer programming problems. A generic valid Benders cut in disjunctive form is presented rst, as a basis for the subsequent derivations of simple valid cuts. Under a qualiication condition, a simple valid Benders cut in linear form can be identiied. A cut generation problem is formulated to elicit it....

The design of telecommunication network with capacity constraints of links, routers and ports of routers is considered in this paper. Specially, we limit each demand flow traversed through a pre-specified maximal number of links (called hops) under node failure scenarios in IP layer network. Such a design must be the most cost-effective and ensure that feasible flows continue to exist even when...

Benders' decomposition is a well-known technique for solving large linear programs with a special structure. In particular it is a popular technique for solving multi-stage stochastic linear programming problems. Early termination in the subproblems generated during Benders' decomposition (assuming dual feasibility) produces valid cuts which are inexact in the sense that they are not as constra...

We consider decomposition approaches for the solution of multistage stochastic programs that appear in financial applications. In particular, we discuss the performance of two algorithms that we test on the mean-variance portfolio optimization problem. The first algorithm is based on a regularized version of Benders decomposition, and we discuss its extension to the quadratic case. The second a...

in order to implement the cellular manufacturing system in practice, some essential factors should be taken into account. in this paper, a new mathematical model for cellular manufacturing system considering different production factors including alternative process routings and machine reliability with stochastic arrival and service times in a dynamic environment is proposed. also because of t...

We present a branch-and-bound algorithm for discretely-constrained mathematical programs with equilibrium constraints (DC-MPEC). This is a class of bilevel programs with an integer program in the upper-level and a complementarity problem in the lower-level. The algorithm builds on the work by Gabriel et al. (2010) and uses Benders decomposition to form a master problem and a subproblem. The new...

This study presents a well-known capacitated dynamic facility location problem (DFLP) that satisfies the customer demand at a minimum cost by determining the time period for opening, closing, or retaining an existing facility in a given location. To solve this challenging NP-hard problem, this paper develops a unique hybrid solution algorithm that combines a rolling horizon algorithm with an ac...

We describe models and exact solutions approaches for an integrated aircraft fleeting and routing problem arising at TunisAir. Given a schedule of flights to be flown, the problem consists of determining a minimum cost route assignment for each aircraft so as to cover each flight by exactly one aircraft while satisfying maintenance activity constraints. We investigate two tailored approaches fo...