Generalized Benders decomposition (GBD)

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Authors: Yuanxi Zhao (ChE 345 Spring 2015)
Steward: Dajun Yue, Fengqi You
Date Presented: May 22, 2015


Generalized Benders Decomposition


Principle of projection

Optimality cuts

Optimality, nonconvexity strikes


Feasibility cuts, nonconvexity strikes

Master problem

Subproblems generated via restriction and relaxation

Algorithm flowchart

Nonconvex Generalized Benders Decomposition

GBD and scenario-based stochastic programs


Lower bounding problem via convexification

Primal boundiing problem and feasibiliy problem

=Master problem

Relaxed maser problem

Primal problem

Algorithm flowchart