Friday, December 2, 2016

Cplex 12.7 and Benders Decomposition

The new version of Cplex (12.7) has some interesting new facilities to make it easier to use a Benders Decomposition approach (1,3). Paul Rubin shares some experiences with this in (2).

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The original paper by Jacques Benders can be found in (4). These old papers are always an interesting read. The style and notation is often very different from how papers look like these days, although in this case the notation is quite modern.

References
  1. Paul Shaw, What’s new in Cplex 12.7?, https://developer.ibm.com/docloud/blog/2016/11/11/whats-in-cos-12-7/
  2. Paul Rubin, Support for Benders Decomposition in CPLEXhttp://orinanobworld.blogspot.com/2016/12/support-for-benders-decomposition-in.html
  3. Xavier Nodet, IBM CPLEX Optimization Studio 12.7 - Benders, Modeling Assistance, etc., http://www.slideshare.net/xnodet/ibm-cplex-optimization-studio-127-benders-modeling-assistance-etc
  4. J.F. Benders, Partitioning procedures for solving mixed-variables programming problems, Numerische Mathematik 4, pp. 238-252, 1962, http://www.digizeitschriften.de/dms/img/?PID=GDZPPN001164228