Show simple item record

dc.contributor.authorOgbe, Emmanuel
dc.contributor.authorLi, Xiang
dc.date.accessioned2020-07-29T18:46:51Z
dc.date.available2020-07-29T18:46:51Z
dc.date.issued2018-11-02
dc.identifier.citationOgbe, E., & Li, X. (2018). Extended cross decomposition for mixed-integer linear programs with strong and weak linking constraints. Computers & Chemical Engineering, 119, 237–257. doi:10.1016/j.compchemeng.2018.09.011en
dc.identifier.urihttp://hdl.handle.net/1974/27984
dc.description.abstractLarge-scale mixed-integer linear programming (MILP) problems, such as those from two-stage stochastic programming, usually have a decomposable structure that can be exploited to design efficient optimization methods. Classical Benders decomposition can solve MILPs with weak linking constraints (which are decomposable when linking variables are fixed) but not strong linking constraints (which are not decomposable even when linking variables are fixed). In this paper, we first propose a new rigorous bilevel decomposition strategy for solving MILPs with strong and weak linking constraints, then extend a recently developed cross decomposition method based on this strategy. We also show how to apply the extended cross decomposition method to two-stage stochastic programming problems with conditional-value-at-risk (CVaR) constraints. In the case studies, we demonstrate the significant computational advantage of the proposed extended cross decomposition method as well as the benefit of including CVaR constraints in stochastic programming.en
dc.publisherElsevier BVen
dc.rightsThe final publication is available at Elsevier via http://dx.doi.org/10.1016/j.compchemeng.2018.09.011 ©2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectBenders decompositionen
dc.subjectCross decompositionen
dc.subjectDantzig–Wolfe decompositionen
dc.subjectMixed-integer linear programmingen
dc.subjectRisk-averse stochastic programmingen
dc.titleExtended cross decomposition for mixed-integer linear programs with strong and weak linking constraintsen
dc.typejournal articleen
dc.identifier.doihttps://dx.doi.org/10.1016/j.compchemeng.2018.09.011
project.funder.identifier10.13039/501100000038
project.funder.nameNatural Sciences and Engineering Research Council of Canadaen
oaire.awardNumberCRDPJ 485798-15
oaire.awardNumberRGPIN 418411-13


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record

The final publication is available at Elsevier via http://dx.doi.org/10.1016/j.compchemeng.2018.09.011 ©2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/
Except where otherwise noted, this item's license is described as The final publication is available at Elsevier via http://dx.doi.org/10.1016/j.compchemeng.2018.09.011 ©2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/