Extracting Alternative Solutions from Benders Decomposition

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Viens, Matthew, Hart, William E., Ferris, Michael
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866911148976111616
author Viens, Matthew
Hart, William E.
Ferris, Michael
author_facet Viens, Matthew
Hart, William E.
Ferris, Michael
contents We show how to extract alternative solutions for optimization problems solved by Benders Decomposition. In practice, alternative solutions provide useful insights for complex applications; some solvers do support generation of alternative solutions but none appear to support such generation when using Benders Decomposition. We propose a new post-processing method that extracts multiple optimal and near-optimal solutions using the cut-pool generated during Benders Decomposition. Further, we provide a geometric framework for understanding how the adaptive approximation in Benders Decomposition relates to alternative solutions. We demonstrate this technique on stochastic programming and interdiction modeling, and we highlight use cases that require the ability to enumerate all optimal solutions.
format Preprint
id arxiv_https___arxiv_org_abs_2509_08671
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Extracting Alternative Solutions from Benders Decomposition
Viens, Matthew
Hart, William E.
Ferris, Michael
Optimization and Control
We show how to extract alternative solutions for optimization problems solved by Benders Decomposition. In practice, alternative solutions provide useful insights for complex applications; some solvers do support generation of alternative solutions but none appear to support such generation when using Benders Decomposition. We propose a new post-processing method that extracts multiple optimal and near-optimal solutions using the cut-pool generated during Benders Decomposition. Further, we provide a geometric framework for understanding how the adaptive approximation in Benders Decomposition relates to alternative solutions. We demonstrate this technique on stochastic programming and interdiction modeling, and we highlight use cases that require the ability to enumerate all optimal solutions.
title Extracting Alternative Solutions from Benders Decomposition
topic Optimization and Control
url https://arxiv.org/abs/2509.08671