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

Contents

Generalized Benders Decomposition

Introduction

Principle of projection

Optimality cuts

Optimality, nonconvexity strikes

Feasibility

Feasibility cuts, nonconvexity strikes

Master problem

Subproblems generated via restriction and relaxation

Algorithm flowchart

Nonconvex Generalized Benders Decomposition

GBD and scenario-based stochastic programs

Overview

Lower bounding problem via convexification

Primal boundiing problem and feasibiliy problem

=Master problem

Relaxed maser problem

Primal problem

Algorithm flowchart