Steve Maher - Benders Decomposition: Fundamentals

Benders' decomposition is a popular mathematical programming technique for solving large scale optimisation problems. While Benders' decomposition is historically viewed as requiring a problem specific implementation, general frameworks can provide an ideal platform for the investigation of general algorithm enhancement techniques. In this lecture I will discuss the fundamentals of Benders' decomposition and the key mathematical results.
For some background reading on the fundamentals of Benders' decomposition I suggest looking at the blog post by Arthur Maheo
A Short Introduction to Benders. arthur.maheo.net/a-short-intr...

Пікірлер: 4

  • @andrewwang9405
    @andrewwang94052 жыл бұрын

    There is a mistake in the dual of subproblem (7:06), the constraint sign should be =.

  • @ggPescesgg

    @ggPescesgg

    Жыл бұрын

    I was looking at this for the past 3 hours, thinking if there is some magical Benders witchcraft going on, but I guess its really just a typo lmao

  • @DerEddieLoL
    @DerEddieLoL3 жыл бұрын

    I lack all the math foundations i think to understand this. Any advice how to develop an understanding? where to start...?

  • @franciscozenteno1739

    @franciscozenteno1739

    7 ай бұрын

    first take an undergrad in optimization