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Benders decomposition: solving binary master problems by enumeration. (English) Zbl 1408.90203
Summary: We develop a variant of Benders decomposition for mixed-integer programming that solves each master problem by explicit enumeration. By storing the master problem’s current objective-function value for each potential solution, computational effort remains essentially constant across iterations. Using both serial and parallel processing, tests against competing methods show computational speedups that exceed two orders of magnitude.
MSC:
90C11 Mixed integer programming
90B80 Discrete location and assignment
90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
Software:
CHiPPS; CPLEX
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