Abstract
This paper is devoted to a study of computational speed-ups that may be possible in cut generation associated with decomposition-based branch-and-cut methods (e.g., D2-BAC) for stochastic mixed-integer programs (SMIPs). We discuss some bottlenecks in the cut generation process and suggest several enhancements to speed up this process. Our computational results show that significant improvements (approximately 50% reduction in computation times) may be possible by streamlining the computations associated with the cut generation process. This paper establishes new benchmarks for serial processing of two-stage SMIPs.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
