A Framework for Generalized Benders' Decomposition and Its Application to Multilevel Optimization
Optimization and Control
2023-07-14 v1
Abstract
We describe a framework for reformulating and solving optimization problems that generalizes the well-known framework originally introduced by Benders. We discuss details of the application of the procedures to several classes of optimization problems that fall under the umbrella of multilevel/multistage mixed integer linear optimization problems. The application of this abstract framework to this broad class of problems provides new insights and a broader interpretation of the core ideas, especially as they relate to duality and the value functions of optimization problems that arise in this context.
Cite
@article{arxiv.2104.06496,
title = {A Framework for Generalized Benders' Decomposition and Its Application to Multilevel Optimization},
author = {Suresh Bolusani and Ted K. Ralphs},
journal= {arXiv preprint arXiv:2104.06496},
year = {2023}
}