A sufficient convergence condition for generalized Benders decomposition with general dual functions

We revisit the framework of generalized Benders decomposition over a compact but non-finite master domain. We show by counterexample that strong general dual functions alone may fail to guarantee convergence. We then define a condition of uniform local strongness and prove that strong general dual functions satisfying this condition guarantee finite \(\epsilon\)-termination. Finally, we show that this condition is automatically satisfied when the master variables take values in a finite set, thereby recovering the usual finite-domain convergence argument.

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