Improving Benders decomposition via a non-linear cut selection procedure

A non-linear lifting procedure is proposed to generate high density Benders cuts. The new denser cuts cover more master problem variables than traditional Benders cuts, shortening the required number of iterations to reach optimality, and speeding up the Benders decomposition algorithm. To lessen the intricacy stemmed from the non-linearity, a simple outer approximation lineariza- tion … Read more