Benders decomposition and column-and-row generation for solving large-scale linear programs with column-dependent-rows

摘要

Highlights ? Typical column generation in Benders master fails for column-dependent-rows problems. ? Integrated Benders cut and column-row generation for column-dependent-rows problems. ? Pricing subproblem in column generation lifts existing cuts in Benders master. ? Pricing subproblem in column generation updates Benders dual slave problem. ? Numerical study demonstrates the superiority of proposed methodology.