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A Hybrid Benders’ Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse

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Recent Advances in Constraints (CSCLP 2005)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 3978))

Abstract

We adopt Benders’ decomposition algorithm to solve scenario-based Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a monolithic model, we show that one can iteratively solve a collection of smaller sub-problems and arrive at a solution to the entire problem. In this approach, decision variables corresponding to the initial stage and linear recourse actions are grouped into two sub-problems. The sub-problem corresponding to the recourse action further decomposes into independent problems, each of which is a representation of a single scenario. Our computational experience on stochastic versions of the well-known template design and warehouse location problems shows that, for linear recourse SCPs, Benders’ decomposition algorithm provides a very efficient solution method.

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Author information

Authors and Affiliations

  1. Cork Constraint Computation Centre, University College Cork, Cork, Ireland

    S. Armagan Tarim

  2. School of Computer Science, University of St.Andrews, St.Andrews, Scotland

    Ian Miguel

Authors
  1. S. Armagan Tarim
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  2. Ian Miguel
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Editor information

Editors and Affiliations

  1. Faculty of Computer Science, Izmir University of Economics, Turkey

    Brahim Hnich

  2. SICS, P.O. Box 1263, SE-164 29, Kista, Sweden

    Mats Carlsson

  3. Projet Contraintes, INRIA Rocquencourt,, Domaine de Voluceau, BP105, 78153, Le Chesnay Cedex, France

    François Fages

  4. Dipartimento di Matematica Pura ed Applicata, Università di Padova, Via Trieste 63, 35121, Padova, Italy

    Francesca Rossi

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© 2006 Springer-Verlag Berlin Heidelberg

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Tarim, S.A., Miguel, I. (2006). A Hybrid Benders’ Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse. In: Hnich, B., Carlsson, M., Fages, F., Rossi, F. (eds) Recent Advances in Constraints. CSCLP 2005. Lecture Notes in Computer Science(), vol 3978. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11754602_10

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  • DOI: https://doi.org/10.1007/11754602_10

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34215-1

  • Online ISBN: 978-3-540-34216-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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