Warm-start Cuts for Generalized Benders Decomposition
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F17%3APU125753" target="_blank" >RIV/00216305:26210/17:PU125753 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14736/kyb-2017-6-1012" target="_blank" >http://dx.doi.org/10.14736/kyb-2017-6-1012</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2017-6-1012" target="_blank" >10.14736/kyb-2017-6-1012</a>
Alternative languages
Result language
angličtina
Original language name
Warm-start Cuts for Generalized Benders Decomposition
Original language description
In this paper, we describe a decomposition algorithm suitable for two-stage convex stochastic programs known as Generalized Benders Decomposition. For this algorithm we propose a new reformulation that incorporates a lower bound cut that serves as a warm-start, decreasing the overall computation time. Additionally, we test the performance of the proposed reformulation on two modifications of the algorithm (bunching and multicut) using numerical examples. The numerical part is programmed in MATLAB and uses state-of-the-art conic solvers.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10101 - Pure mathematics
Result continuities
Project
<a href="/en/project/LO1202" target="_blank" >LO1202: NETME CENTRE PLUS</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
1805-949X
Volume of the periodical
53
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
1012-1025
UT code for WoS article
000424732300004
EID of the result in the Scopus database
2-s2.0-85040730789