Two-Stage Linear Programming Model

(Dantzig 1955)

Minimize
Subject to

In general,
Applied Benders Decomposition:
Given a feasible x* , (P) can be solved trivially.
 To find an improved z, solve (P) for the optimal y*
generating benders cuts sequentially to solve for new
x* in the following model (Q).
• Minimize T
• S.T.

• The process is repeated by solving (P) with new x* generating a new cut for model
Q.
• Then solve Q for a stronger lower bound T and the process stop when the best
solution found in (P) is equal to the minimum T on solving (Q).
Finding Dual Variables from Benders Decomposition
• 
 References
• https://drive.google.com/drive/u/1/folders/1bhGT2yQ4U4kNlKJOm1
Xb78uoFNPIpl00

• https://drive.google.com/drive/u/0/folders/1ifZ1tEiyXRaI2eRU2iNCTj
BUu4SjQAdF