Practical enhancements to the Magnanti-Wong method

Authors:
Nikolaos Papadakos
Affiliations:
Imperial College London, Department of Computing, 180 Queen's Gate, London, SW7 2AZ, UK and Decisal Ltd, 20 Purcell Crescent, London, SW6 7PB, UK
Venue:
Operations Research Letters
Year:
2008

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Abstract

The Magnanti-Wong method-accelerating Benders decomposition-is shown to exhibit difficulties due to its dependence on the subproblem; an independent version is therefore introduced. The method additionally requires a-sometimes intractable-master problem core point; for several applications it is proved and experimentally verified that alternative points may be used.