Accessible introduction to L-shaped methods/Benders decomposition

Question

I am looking for papers or other resources that provide an accessible introduction to L-shaped methods/Benders decomposition for solving stochastic linear programming-ideally something focused more on the practical and implementation side. Birge and Louveaux's book on stochastic programming provides some good examples, but I find their explanations long-winded. What are some of the best resources for learning Benders decomposition?

I include references to L-shaped Benders decomposition in a question for decomposition, https://or.stackexchange.com/a/5772/3163 — Edward, Feb 22 '21 at 12:29

score 3 · Answer 1 · answered Aug 05 '20 at 02:35

3

Given your emphasis on practical and implementation aspects, I think the following two lectures will interest you:

Stochastic Programming Modeling by Jeff Linderoth (University of Wisconsin, Madison)
Benders Decomposition for Solving Two-stage Stochastic Optimization Models by Jim Luedtke (University of Wisconsin, Madison)

answered Aug 05 '20 at 02:35

rasul

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7
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These two lectures look good, Thank you. I probably need more material, so will wait for others to add to the list – Moving in rhythm with OR Aug 05 '20 at 13:01

Accessible introduction to L-shaped methods/Benders decomposition

1 Answers1