Wolf, Christian: Advanced acceleration techniques for Nested Benders decomposition in stochastic programming. 2014
Content
- Introduction
- Fundamentals
- State-of-the-Art
- Benders Decomposition
- Notational Reconcilation
- Aggregates
- Stabilizing the master problem
- Cut Generation
- Solving Similar Subproblems
- Nested Benders Decomposition
- Modeling Languages
- Required Work
- Advanced Techniques and Computational Results
- Accelerating the Nested Benders Decomposition
- Cut Consolidation
- Dynamic Sequencing
- Parallelization
- Aggregation
- On-Demand Accuracy
- Level decomposition
- Extending techniques to the multi-stage case
- A Modeling Environment for Stochastic Programs
- Computational Results
- Test Instances
- Evaluation Techniques
- Implementation Aspects
- Computing environment
- Evaluation of Two-Stage Acceleration Techniques
- Effect of Parallelization
- Evaluation of Multi-Stage Acceleration Techniques
- SAA and Parallel Benders
- Conclusion
- Summary and Conclusion
- Bibliography
- Test problems
- Test Results
- List of Figures
- List of Tables
- List of Algorithms