A new cross decomposition method for stochastic mixed-integer linear programming
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- 作者：Emmanuel Ogbe ; Xiang Li ; xiang.li@queensu.ca" class="auth_mail" title="E-mail the corresponding author
- 关键词：Stochastic programming ; Mixed-integer linear programming ; Cross decomposition ; Benders decomposition ; Dantzig&ndash ; Wolfe decomposition
- 刊名：European Journal of Operational Research
- 出版年：2017
- 出版时间：16 January 2017
- 年：2017
- 卷：256
- 期：2
- 页码：487-499
- 全文大小：1203 K
文摘
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A new cross decomposition method combining two classical decomposition methods.
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A Phase I procedure introduced for warm starting the solution procedure.
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Two different algorithms for the proposed cross decomposition method.
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The method outperforms Benders decomposition when the number of scenarios is large.