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Improving benders decomposition using a genetic algorithm

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  • Poojari, C.A.
  • Beasley, J.E.

Abstract

We develop and investigate the performance of a hybrid solution framework for solving mixed-integer linear programming problems. Benders decomposition and a genetic algorithm are combined to develop a framework to compute feasible solutions. We decompose the problem into a master problem and a subproblem. A genetic algorithm along with a heuristic are used to obtain feasible solutions to the master problem, whereas the subproblem is solved to optimality using a linear programming solver. Over successive iterations the master problem is refined by adding cutting planes that are implied by the subproblem. We compare the performance of the approach against a standard Benders decomposition approach as well as against a stand-alone solver (Cplex) on MIPLIB test problems.

Suggested Citation

  • Poojari, C.A. & Beasley, J.E., 2009. "Improving benders decomposition using a genetic algorithm," European Journal of Operational Research, Elsevier, vol. 199(1), pages 89-97, November.
    • Handle: RePEc:eee:ejores:v:199:y:2009:i:1:p:89-97
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    References listed on IDEAS

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    1. Cote, Gilles & Laughton, Michael A., 1984. "Large-scale mixed integer programming: Benders-type heuristics," European Journal of Operational Research, Elsevier, vol. 16(3), pages 327-333, June.
    2. Poojari, Chandra A. & Varghese, Boby, 2008. "Genetic Algorithm based technique for solving Chance Constrained Problems," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1128-1154, March.
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