期刊
COMPUTERS & CHEMICAL ENGINEERING
卷 34, 期 8, 页码 1237-1245出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.compchemeng.2009.10.002
关键词
Benders decomposition; Mixed integer programming; Multi-generation of cuts; Maximum feasible subsystem
资金
- National Science Foundation [NSF CTS 0625515]
- USEPA [GAD R832721-010]
A new multi-generation of cuts algorithm is presented in this paper to improve the efficiency of Benders decomposition approach for the cases that optimality cuts are difficult to be achieved within the iterations of the algorithm. This strategy is referred to as maximum feasible subsystem (MFS) cut generation strategy. In this approach in each iteration of the Benders algorithm an additional cut is generated that has the property to restrict the value of the objective function of the Benders master problem. To illustrate the efficiency of the proposed strategy, it is applied to a scheduling problem of multipurpose multiproduct batch plant. Two different partitioning alternatives are tested in order to show the importance of the way that a problem is decomposed upon the efficiency of the Benders algorithm. The application of the proposed acceleration procedure results in substantial reduction of CPU solution time and the total number of iterations in both decomposition alternatives. (C) 2009 Elsevier Ltd. All rights reserved.
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