IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v259y2017i3p801-817.html
   My bibliography  Save this article

The Benders decomposition algorithm: A literature review

Author

Listed:
  • Rahmaniani, Ragheb
  • Crainic, Teodor Gabriel
  • Gendreau, Michel
  • Rei, Walter

Abstract

The Benders decomposition algorithm has been successfully applied to a wide range of difficult optimization problems. This paper presents a state-of-the-art survey of this algorithm, emphasizing its use in combinatorial optimization. We discuss the classical algorithm, the impact of the problem formulation on its convergence, and the relationship to other decomposition methods. We introduce a taxonomy of algorithmic enhancements and acceleration strategies based on the main components of the algorithm. The taxonomy provides the framework to synthesize the literature, and to identify shortcomings, trends and potential research directions. We also discuss the use of the Benders Decomposition to develop efficient (meta-)heuristics, describe the limitations of the classical algorithm, and present extensions enabling its application to a broader range of problems.

Suggested Citation

  • Rahmaniani, Ragheb & Crainic, Teodor Gabriel & Gendreau, Michel & Rei, Walter, 2017. "The Benders decomposition algorithm: A literature review," European Journal of Operational Research, Elsevier, vol. 259(3), pages 801-817.
  • Handle: RePEc:eee:ejores:v:259:y:2017:i:3:p:801-817
    DOI: 10.1016/j.ejor.2016.12.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377221716310244
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ejor.2016.12.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Roshanaei, Vahid & Luong, Curtiss & Aleman, Dionne M. & Urbach, David, 2017. "Propagating logic-based Benders’ decomposition approaches for distributed operating room scheduling," European Journal of Operational Research, Elsevier, vol. 257(2), pages 439-455.
    2. Jean-François Cordeau & Federico Pasin & Marius Solomon, 2006. "An integrated model for logistics network design," Annals of Operations Research, Springer, vol. 144(1), pages 59-82, April.
    3. Jean-François Cordeau & Goran Stojković & François Soumis & Jacques Desrosiers, 2001. "Benders Decomposition for Simultaneous Aircraft Routing and Crew Scheduling," Transportation Science, INFORMS, vol. 35(4), pages 375-388, November.
    4. Raidl, Günther R., 2015. "Decomposition based hybrid metaheuristics," European Journal of Operational Research, Elsevier, vol. 244(1), pages 66-76.
    5. Trukhanov, Svyatoslav & Ntaimo, Lewis & Schaefer, Andrew, 2010. "Adaptive multicut aggregation for two-stage stochastic linear programs with recourse," European Journal of Operational Research, Elsevier, vol. 206(2), pages 395-406, October.
    6. Lixin Tang & Wei Jiang & Georgios Saharidis, 2013. "An improved Benders decomposition algorithm for the logistics facility location problem with capacity expansions," Annals of Operations Research, Springer, vol. 210(1), pages 165-190, November.
    7. Vipul Jain & Ignacio E. Grossmann, 2001. "Algorithms for Hybrid MILP/CP Models for a Class of Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 258-276, November.
    8. Quentin Botton & Bernard Fortz & Luis Gouveia & Michael Poss, 2013. "Benders Decomposition for the Hop-Constrained Survivable Network Design Problem," INFORMS Journal on Computing, INFORMS, vol. 25(1), pages 13-26, February.
    9. Gelareh, Shahin & Neamatian Monemi, Rahimeh & Nickel, Stefan, 2015. "Multi-period hub location problems in transportation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 75(C), pages 67-94.
    10. Fontaine, Pirmin & Minner, Stefan, 2014. "Benders Decomposition for Discrete–Continuous Linear Bilevel Problems with application to traffic network design," Transportation Research Part B: Methodological, Elsevier, vol. 70(C), pages 163-172.
    11. A. M. Geoffrion & G. W. Graves, 1974. "Multicommodity Distribution System Design by Benders Decomposition," Management Science, INFORMS, vol. 20(5), pages 822-844, January.
    12. Arthur M. Geoffrion, 1970. "Elements of Large-Scale Mathematical Programming Part I: Concepts," Management Science, INFORMS, vol. 16(11), pages 652-675, July.
    13. Gilbert Laporte & François V. Louveaux & Hélène Mercure, 1994. "A Priori Optimization of the Probabilistic Traveling Salesman Problem," Operations Research, INFORMS, vol. 42(3), pages 543-549, June.
    14. 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.
    15. Georgios Saharidis & Marianthi Ierapetritou, 2013. "Speed-up Benders decomposition using maximum density cut (MDC) generation," Annals of Operations Research, Springer, vol. 210(1), pages 101-123, November.
    16. Wu, Peiling & Hartman, Joseph C. & Wilson, George R., 2003. "A demand-shifting feasibility algorithm for Benders decomposition," European Journal of Operational Research, Elsevier, vol. 148(3), pages 570-583, August.
    17. Jean-François Cordeau & François Soumis & Jacques Desrosiers, 2001. "Simultaneous Assignment of Locomotives and Cars to Passenger Trains," Operations Research, INFORMS, vol. 49(4), pages 531-548, August.
    18. de Sá, Elisangela Martins & de Camargo, Ricardo Saraiva & de Miranda, Gilberto, 2013. "An improved Benders decomposition algorithm for the tree of hubs location problem," European Journal of Operational Research, Elsevier, vol. 226(2), pages 185-202.
    19. Gianni Codato & Matteo Fischetti, 2006. "Combinatorial Benders' Cuts for Mixed-Integer Linear Programming," Operations Research, INFORMS, vol. 54(4), pages 756-766, August.
    20. 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.
    21. M. Jenabi & S. Fatemi Ghomi & S. Torabi & S. Hosseinian, 2015. "Acceleration strategies of Benders decomposition for the security constraints power system expansion planning," Annals of Operations Research, Springer, vol. 235(1), pages 337-369, December.
    22. Jeihoonian, Mohammad & Kazemi Zanjani, Masoumeh & Gendreau, Michel, 2016. "Accelerating Benders decomposition for closed-loop supply chain network design: Case of used durable products with different quality levels," European Journal of Operational Research, Elsevier, vol. 251(3), pages 830-845.
    23. G. L. Nemhauser & W. B. Widhelm, 1971. "A Modified Linear Program for Columnar Methods in Mathematical Programming," Operations Research, INFORMS, vol. 19(4), pages 1051-1060, August.
    24. Wolf, Christian & Koberstein, Achim, 2013. "Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method," European Journal of Operational Research, Elsevier, vol. 230(1), pages 143-156.
    25. Arthur M. Geoffrion, 1970. "Elements of Large Scale Mathematical Programming Part II: Synthesis of Algorithms and Bibliography," Management Science, INFORMS, vol. 16(11), pages 676-691, July.
    26. Wheatley, David & Gzara, Fatma & Jewkes, Elizabeth, 2015. "Logic-based Benders decomposition for an inventory-location problem with service constraints," Omega, Elsevier, vol. 55(C), pages 10-23.
    27. T. L. Magnanti & R. T. Wong, 1981. "Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria," Operations Research, INFORMS, vol. 29(3), pages 464-484, June.
    28. Hanif Sherali & Brian Lunday, 2013. "On generating maximal nondominated Benders cuts," Annals of Operations Research, Springer, vol. 210(1), pages 57-72, November.
    29. Aardal, Karen & Larsson, Torbjorn, 1990. "A benders decomposition based heuristic for the hierarchical production planning problem," European Journal of Operational Research, Elsevier, vol. 45(1), pages 4-14, March.
    30. J. N. Hooker, 2007. "Planning and Scheduling by Logic-Based Benders Decomposition," Operations Research, INFORMS, vol. 55(3), pages 588-602, June.
    31. Jean-François Côté & Mauro Dell'Amico & Manuel Iori, 2014. "Combinatorial Benders' Cuts for the Strip Packing Problem," Operations Research, INFORMS, vol. 62(3), pages 643-661, June.
    32. Alysson Costa & Jean-François Cordeau & Bernard Gendron, 2009. "Benders, metric and cutset inequalities for multicommodity capacitated network design," Computational Optimization and Applications, Springer, vol. 42(3), pages 371-392, April.
    33. Vladimirou, Hercules, 1998. "Computational assessment of distributed decomposition methods for stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 108(3), pages 653-670, August.
    34. Natashia Boland & Matteo Fischetti & Michele Monaci & Martin Savelsbergh, 2016. "Proximity Benders: a decomposition heuristic for stochastic programs," Journal of Heuristics, Springer, vol. 22(2), pages 181-198, April.
    35. Ivan Contreras & Jean-François Cordeau & Gilbert Laporte, 2011. "Benders Decomposition for Large-Scale Uncapacitated Hub Location," Operations Research, INFORMS, vol. 59(6), pages 1477-1490, December.
    36. Yossiri Adulyasak & Jean-François Cordeau & Raf Jans, 2015. "Benders Decomposition for Production Routing Under Demand Uncertainty," Operations Research, INFORMS, vol. 63(4), pages 851-867, August.
    37. Jeremy A. Bloom, 1983. "Solving an Electricity Generating Capacity Expansion Planning Problem by Generalized Benders' Decomposition," Operations Research, INFORMS, vol. 31(1), pages 84-100, February.
    38. Holmberg, Kaj, 1994. "On using approximations of the Benders master problem," European Journal of Operational Research, Elsevier, vol. 77(1), pages 111-125, August.
    39. Walter Rei & Jean-François Cordeau & Michel Gendreau & Patrick Soriano, 2009. "Accelerating Benders Decomposition by Local Branching," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 333-345, May.
    40. Canto, Salvador Perez, 2008. "Application of Benders' decomposition to power plant preventive maintenance scheduling," European Journal of Operational Research, Elsevier, vol. 184(2), pages 759-777, January.
    41. Gopalakrishnan Easwaran & Halit Üster, 2009. "Tabu Search and Benders Decomposition Approaches for a Capacitated Closed-Loop Supply Chain Network Design Problem," Transportation Science, INFORMS, vol. 43(3), pages 301-320, August.
    42. Dale McDaniel & Mike Devine, 1977. "A Modified Benders' Partitioning Algorithm for Mixed Integer Programming," Management Science, INFORMS, vol. 24(3), pages 312-319, November.
    43. Santoso, Tjendera & Ahmed, Shabbir & Goetschalckx, Marc & Shapiro, Alexander, 2005. "A stochastic programming approach for supply chain network design under uncertainty," European Journal of Operational Research, Elsevier, vol. 167(1), pages 96-115, November.
    44. Ximing Cai & Daene C. McKinney & Leon S. Lasdon & David W. Watkins, 2001. "Solving Large Nonconvex Water Resources Management Models Using Generalized Benders Decomposition," Operations Research, INFORMS, vol. 49(2), pages 235-245, April.
    45. Erick Moreno-Centeno & Richard M. Karp, 2013. "The Implicit Hitting Set Approach to Solve Combinatorial Optimization Problems with an Application to Multigenome Alignment," Operations Research, INFORMS, vol. 61(2), pages 453-468, April.
    46. Charles A. Holloway, 1973. "A Generalized Approach to Dantzig-Wolfe Decomposition for Concave Programs," Operations Research, INFORMS, vol. 21(1), pages 210-220, February.
    47. Joe Naoum-Sawaya & Samir Elhedhli, 2013. "An interior-point Benders based branch-and-cut algorithm for mixed integer programs," Annals of Operations Research, Springer, vol. 210(1), pages 33-55, November.
    48. John R. Birge, 1985. "Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs," Operations Research, INFORMS, vol. 33(5), pages 989-1007, October.
    49. Pishvaee, M.S. & Razmi, J. & Torabi, S.A., 2014. "An accelerated Benders decomposition algorithm for sustainable supply chain network design under uncertainty: A case study of medical needle and syringe supply chain," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 67(C), pages 14-38.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ragheb Rahmaniani & Shabbir Ahmed & Teodor Gabriel Crainic & Michel Gendreau & Walter Rei, 2020. "The Benders Dual Decomposition Method," Operations Research, INFORMS, vol. 68(3), pages 878-895, May.
    2. Teodor Gabriel Crainic & Mike Hewitt & Francesca Maggioni & Walter Rei, 2021. "Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design," Transportation Science, INFORMS, vol. 55(2), pages 414-435, March.
    3. N. Beheshti Asl & S. A. MirHassani, 2019. "Accelerating benders decomposition: multiple cuts via multiple solutions," Journal of Combinatorial Optimization, Springer, vol. 37(3), pages 806-826, April.
    4. Azad, Nader & Hassini, Elkafi, 2019. "Recovery strategies from major supply disruptions in single and multiple sourcing networks," European Journal of Operational Research, Elsevier, vol. 275(2), pages 481-501.
    5. M. Jenabi & S. Fatemi Ghomi & S. Torabi & S. Hosseinian, 2015. "Acceleration strategies of Benders decomposition for the security constraints power system expansion planning," Annals of Operations Research, Springer, vol. 235(1), pages 337-369, December.
    6. Vedat Bayram & Hande Yaman, 2018. "Shelter Location and Evacuation Route Assignment Under Uncertainty: A Benders Decomposition Approach," Transportation Science, INFORMS, vol. 52(2), pages 416-436, March.
    7. Placido dos Santos, Felipe Silva & Oliveira, Fabricio, 2019. "An enhanced L-Shaped method for optimizing periodic-review inventory control problems modeled via two-stage stochastic programming," European Journal of Operational Research, Elsevier, vol. 275(2), pages 677-693.
    8. Walter Rei & Jean-François Cordeau & Michel Gendreau & Patrick Soriano, 2009. "Accelerating Benders Decomposition by Local Branching," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 333-345, May.
    9. de Sá, Elisangela Martins & de Camargo, Ricardo Saraiva & de Miranda, Gilberto, 2013. "An improved Benders decomposition algorithm for the tree of hubs location problem," European Journal of Operational Research, Elsevier, vol. 226(2), pages 185-202.
    10. Maher, Stephen J., 2021. "Implementing the branch-and-cut approach for a general purpose Benders’ decomposition framework," European Journal of Operational Research, Elsevier, vol. 290(2), pages 479-498.
    11. M. Jenabi & S. M. T. Fatemi Ghomi & S. A. Torabi & Moeen Sammak Jalali, 2022. "An accelerated Benders decomposition algorithm for stochastic power system expansion planning using sample average approximation," OPSEARCH, Springer;Operational Research Society of India, vol. 59(4), pages 1304-1336, December.
    12. Elisangela Martins de Sá & Ivan Contreras & Jean-François Cordeau & Ricardo Saraiva de Camargo & Gilberto de Miranda, 2015. "The Hub Line Location Problem," Transportation Science, INFORMS, vol. 49(3), pages 500-518, August.
    13. Brech, Claus-Henning & Ernst, Andreas & Kolisch, Rainer, 2019. "Scheduling medical residents’ training at university hospitals," European Journal of Operational Research, Elsevier, vol. 274(1), pages 253-266.
    14. Camilo Ortiz-Astorquiza & Ivan Contreras & Gilbert Laporte, 2019. "An Exact Algorithm for Multilevel Uncapacitated Facility Location," Transportation Science, INFORMS, vol. 53(4), pages 1085-1106, July.
    15. Lixin Tang & Wei Jiang & Georgios Saharidis, 2013. "An improved Benders decomposition algorithm for the logistics facility location problem with capacity expansions," Annals of Operations Research, Springer, vol. 210(1), pages 165-190, November.
    16. Stephen J. Maher, 2021. "Enhancing large neighbourhood search heuristics for Benders’ decomposition," Journal of Heuristics, Springer, vol. 27(4), pages 615-648, August.
    17. Jeihoonian, Mohammad & Kazemi Zanjani, Masoumeh & Gendreau, Michel, 2016. "Accelerating Benders decomposition for closed-loop supply chain network design: Case of used durable products with different quality levels," European Journal of Operational Research, Elsevier, vol. 251(3), pages 830-845.
    18. Pearce, Robin H. & Forbes, Michael, 2018. "Disaggregated Benders decomposition and branch-and-cut for solving the budget-constrained dynamic uncapacitated facility location and network design problem," European Journal of Operational Research, Elsevier, vol. 270(1), pages 78-88.
    19. Kiho Seo & Seulgi Joung & Chungmok Lee & Sungsoo Park, 2022. "A Closest Benders Cut Selection Scheme for Accelerating the Benders Decomposition Algorithm," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2804-2827, September.
    20. Zetina, Carlos Armando & Contreras, Ivan & Fernández, Elena & Luna-Mota, Carlos, 2019. "Solving the optimum communication spanning tree problem," European Journal of Operational Research, Elsevier, vol. 273(1), pages 108-117.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:259:y:2017:i:3:p:801-817. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.