Steve Maher - Benders Decomposition: Fundamentals

Benders' decomposition is a popular mathematical programming technique for solving large scale optimisation problems. While Benders' decomposition is historically viewed as requiring a problem specific implementation, general frameworks can provide an ideal platform for the investigation of general algorithm enhancement techniques. In this lecture I will discuss the fundamentals of Benders' decomposition and the key mathematical results. For some background reading on the fundamentals of Benders' decomposition I suggest looking at the blog post by Arthur Maheo A Short Introduction to Benders. https://arthur.maheo.net/a-short-intr...