Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse
With stochastic integer programming as the motivating application, we investigate techniques to use integrality constraints to obtain improved cuts within a Benders decomposition algorithm. We compare the effect of using cuts in two ways: (i) cut-and-project, where integrality constraints are used to derive cuts in the extended variable space, and Benders cuts are then used … Read more