Benders by Batch

Benders decomposition for two-stage stochastic linear problems


Repository containing a C++ implementation of the Benders by batch algorithm described in the article:

Xavier Blanchot, François Clautiaux, Boris Detienne, Aurélien Froger, Manuel Ruiz. (2023). The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs. European Journal of Operational Research. DOI: 10.1016/j.ejor.2023.01.004

Language. C++

Status. Open source