scispace - formally typeset
Search or ask a question
Journal ArticleDOI

Redesigning Benders Decomposition for Large-Scale Facility Location

01 Jul 2017-Management Science (INFORMS)-Vol. 63, Iss: 7, pp 2146-2162
TL;DR: Motivated by recent UFL applications in business analytics, approaches that work on a projected decision space and hence are intrinsically more scalable for large-scale input data are revised.
Abstract: The uncapacitated facility location (UFL) problem is one of the most famous and most studied problems in the operations research literature. Given a set of potential facility locations and a set of customers, the goal is to find a subset of facility locations to open and to allocate each customer to open facilities so that the facility opening plus customer allocation costs are minimized. In our setting, for each customer the allocation cost is assumed to be a linear or separable convex quadratic function. Motivated by recent UFL applications in business analytics, we revise approaches that work on a projected decision space and hence are intrinsically more scalable for large-scale input data. Our working hypothesis is that many of the exact (decomposition) approaches that were proposed decades ago and discarded soon after need to be redesigned to take advantage of the new hardware and software technologies. To this end, we “thin out” the classical models from the literature and use (generalized) Benders ...

Content maybe subject to copyright    Report

Citations
More filters
Journal ArticleDOI
TL;DR: A state-of-the-art survey of the Benders Decomposition algorithm, emphasizing its use in combinatorial optimization and introducing a taxonomy of algorithmic enhancements and acceleration strategies based on the main components of the algorithm.

506 citations


Cites background from "Redesigning Benders Decomposition f..."

  • ...To the best of our knowledge, only Fischetti et al. (2010) have developed a unified framework for both types of cuts....

    [...]

  • ...Fischetti et al. (2004) observed that the subproblem may reduce to a knapsack problem, which has a closed-form solution....

    [...]

30 Mar 2020
TL;DR: New features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite, in particular for the LP solver SoPlex, the Steiner tree solver SCIP-Jack, the MISDP solverSCIP-SDP, and the parallelization framework UG are described.
Abstract: The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming frame- work SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies mixed-integer linear op- timization problems and can be used stand-alone or integrated into SCIP via a presolver plugin. SCIP 7.0 provides additional support for decomposition algorithms. Besides im- provements in the Benders’ decomposition solver of SCIP, user-defined decomposition structures can be read, which are used by the automated Benders’ decomposition solver and two primal heuristics. Additionally, SCIP 7.0 comes with a tree size estimation that is used to predict the completion of the overall solving process and potentially trigger restarts. Moreover, substantial performance improvements of the MIP core were achieved by new developments in presolving, primal heuristics, branching rules, conflict analysis, and symmetry handling. Last, not least, the report presents updates to other components and extensions of the SCIP Optimization Suite, in particular, the LP solver SoPlex and the mixed-integer semidefinite programming solver SCIP-SDP.

287 citations

Journal ArticleDOI
TL;DR: The outcome is that a clever but simple implementation of the Benders approach can be very effective even without separability, as its performance is comparable and sometimes even better than that of the most effective and sophisticated algorithms proposed in the previous literature.

117 citations


Cites background or methods or result from "Redesigning Benders Decomposition f..."

  • ...Following our previous proposal for uncapacitated facility location [20], we did not implement a bundle method but a simple in-out variant very much in the spirit of [9, 18, 35]....

    [...]

  • ...that slave decomposition into smaller subproblems is inhibited by the presence of the capacity constraints (4): if we temporarily relax them, we get an uncapacitated problem for which Benders cuts can be derived very efficiently by using simple ad-hoc algorithms [20]....

    [...]

  • ...As to the choice of parameters α and λ, for congested CFL we adopted the values originally proposed in [20], namely α = 0....

    [...]

  • ...Based on similar observations, we have recently demonstrated that a revival of Benders decomposition for uncapacitated facility location is a promising move in the direction of developing sparse MIP models to cope with large-scale input data [20]....

    [...]

  • ...We refer the reader to [20] for details of a similar approach applied to uncapacitated facility location with separable quadratic costs....

    [...]

Journal ArticleDOI
TL;DR: A comprehensive review on multi-level facility location problems which extend several classical facility location Problems and can be regarded as a subclass within the well-established field of hierarchical facility location.

80 citations


Cites background from "Redesigning Benders Decomposition f..."

  • ...Some of these problems generalize fundamental FLPs such as the uncapacitated facility location problem (UFLP) [30, 43, 75] and the capacitated FLP [42]....

    [...]

References
More filters
Book
01 Nov 1990
TL;DR: This paper focuses on the part of the knapsack problem where the problem of bin packing is concerned and investigates the role of computer codes in the solution of this problem.
Abstract: Introduction knapsack problem bounded knapsack problem subset-sum problem change-making problem multiple knapsack problem generalized assignment problem bin packing problem. Appendix: computer codes.

3,694 citations


"Redesigning Benders Decomposition f..." refers background in this paper

  • ...It is well known from knapsack theory [39] that the following Dantzig algorithm produces an optimal primal solution x∗ and optimal dual variables ui ≥ 0 associated with constraints (21) for a given y∗ ∈ [0, 1] with ∑ i∈I y ∗ i ≥ 2....

    [...]

Journal ArticleDOI
TL;DR: In this paper, the extremal value of the linear program as a function of the parameterizing vector and the set of values of the parametric vector for which the program is feasible were derived using linear programming duality theory.
Abstract: J. F. Benders devised a clever approach for exploiting the structure of mathematical programming problems withcomplicating variables (variables which, when temporarily fixed, render the remaining optimization problem considerably more tractable). For the class of problems specifically considered by Benders, fixing the values of the complicating variables reduces the given problem to an ordinary linear program, parameterized, of course, by the value of the complicating variables vector. The algorithm he proposed for finding the optimal value of this vector employs a cutting-plane approach for building up adequate representations of (i) the extremal value of the linear program as a function of the parameterizing vector and (ii) the set of values of the parameterizing vector for which the linear program is feasible. Linear programming duality theory was employed to derive the natural families ofcuts characterizing these representations, and the parameterized linear program itself is used to generate what are usuallydeepest cuts for building up the representations.

2,133 citations


"Redesigning Benders Decomposition f..." refers background in this paper

  • ...) Using Lagrangian duality and KKT conditions, and assuming constraint qualifications hold, [16] (see also Balas [2]) proved that a subgradient can be obtained as...

    [...]

  • ...Barring subscript j to ease notation, because of convexity, function Φ(y) can be underestimated by a supporting hyperplane in y∗, so we can write the following linear inequality, known as Generalized Benders (GB) cut [16] w (≥ Φ(y)) ≥ Φ(y∗) + ∑...

    [...]

Journal ArticleDOI
TL;DR: A system (OR-Library) that distributes test problems by electronic mail (e-mail) that has available test problems drawn from a number of different areas of operational research.
Abstract: In this note we present a system (OR-Library) that distributes test problems by electronic mail (e-mail). This system currently has available test problems drawn from a number of different areas of...

1,939 citations


"Redesigning Benders Decomposition f..." refers methods in this paper

  • ...For testing the impact of Benders decomposition to the separable quadratic case, we consider two families of benchmark instances: (1) UFLLIB instances mentioned above plus the instances from the ORLIB [5] (with original allocation costs equal to 0 being replaced by 10−5), and (2) randomly generated instances used in previous computational studies by Bonami et al....

    [...]

  • ...For testing the impact of Benders decomposition to the separable quadratic case, we consider two families of benchmark instances: (1) UFLLIB instances mentioned above plus the instances from the ORLIB [5] (with original allocation costs equal to 0 being replaced by 10−5), and (2) randomly generated instances used in previous computational studies by Bonami et al. [8], Günlük et al. [21] and Günlük and Linderoth [22]....

    [...]

Journal ArticleDOI
TL;DR: Basic features that facility location models must capture to support decision-making involved in strategic supply chain planning are identified and applications ranging across various industries are presented.

1,770 citations


"Redesigning Benders Decomposition f..." refers background in this paper

  • ...Recent survey articles focus on applications of facility location in design of distribution systems [28], or supply chain management [41], and a more general survey on UFL is given in Verter [47]....

    [...]

Book
04 Feb 2007
TL;DR: Open Library features a library with books from the Internet Archive and lists them in the open library and gives you access to over 1 million free e-Books and the ability to search using subject, title and author.
Abstract: This book presents the latest findings on one of the most intensely investigated subjects in computational mathematics--the traveling salesman problem. It sounds simple enough: given a set of cities and the cost of travel between each pair of them, the problem challenges you to find the cheapest route by which to visit all the cities and return home to where you began. Though seemingly modest, this exercise has inspired studies by mathematicians, chemists, and physicists. Teachers use it in the classroom. It has practical applications in genetics, telecommunications, and neuroscience. The authors of this book are the same pioneers who for nearly two decades have led the investigation into the traveling salesman problem. They have derived solutions to almost eighty-six thousand cities, yet a general solution to the problem has yet to be discovered. Here they describe the method and computer code they used to solve a broad range of large-scale problems, and along the way they demonstrate the interplay of applied mathematics with increasingly powerful computing platforms. They also give the fascinating history of the problem--how it developed, and why it continues to intrigue us.

1,737 citations