Speedup Benders decomposition using maximum density cut (MDC) generation
 Georgios K. D. Saharidis,
 Marianthi G. Ierapetritou
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The classical implementation of Benders decomposition in some cases results in low density Benders cuts. Covering Cut Bundle (CCB) generation addresses this issue with a novel way generating a bundle of cuts which could cover more decision variables of the Benders master problem than the classical Benders cut. Our motivation to improve further CCB generation led to a new cut generation strategy. This strategy is referred to as the Maximum Density Cut (MDC) generation strategy. MDC is based on the observation that in some cases CCB generation is computational expensive to cover all decision variables of the master problem than to cover part of them. Thus MDC strategy addresses this issue by generating the cut that involves the rest of the decision variables of the master problem which are not covered in the Benders cut and/or in the CCB. MDC strategy can be applied as a complimentary step to the CCB generation as well as a standalone strategy. In this work the approach is applied to two case studies: the scheduling of crude oil and the scheduling of multiproduct, multipurpose batch plants. In both cases, MDC strategy significant decreases the number of iterations of the Benders decomposition algorithm, leading to improved CPU solution times.
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 Title
 Speedup Benders decomposition using maximum density cut (MDC) generation
 Journal

Annals of Operations Research
Volume 210, Issue 1 , pp 101123
 Cover Date
 20131101
 DOI
 10.1007/s1047901212378
 Print ISSN
 02545330
 Online ISSN
 15729338
 Publisher
 Springer US
 Additional Links
 Topics
 Keywords

 Benders decomposition
 Mixed integer linear programming
 Multigeneration of cuts
 Covering cut bundle generation (CCB)
 Active constraints
 Industry Sectors
 Authors

 Georgios K. D. Saharidis ^{(1)}
 Marianthi G. Ierapetritou ^{(2)}
 Author Affiliations

 1. Department of Mechanical Engineering, University of Thessaly, Pedion Areos, 38334, Volos, Greece
 2. Department of Chemical and Biochemical Engineering, Rutgers—The State University of New Jersey, 98 Brett Road, Piscataway, NJ, 088548058, USA