@inproceedings{315f729be6284806b27f894a4c0712b7,
title = "A hybrid Benders' decomposition method for solving stochastic constraint programs with linear recourse",
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.",
author = "Tarim, \{S. Armagan\} and Ian Miguel",
year = "2006",
doi = "10.1007/11754602\_10",
language = "English",
isbn = "354034215X",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "133--148",
booktitle = "Recent Advances in Constraints - Joint ERCIM/CoLogNET International Workshop on Constraint Solving and Constraint Logic Programming, CSCLP 2005, Revised Selected and Invited Papers",
address = "Germany",
note = "Joint ERCIM/CoLogNET International Workshop on Constraint Solving and Constraint Logic Programming, CSCLP 2005 ; Conference date: 20-06-2005 Through 22-06-2005",
}