BENDERS DECOMPOSITION WITH GAMS

BENDERS DECOMPOSITION WITH GAMS ERWIN KALVELAGEN Abstract. This document describes an implementation of Benders Decom-position using GAMS. 1. Introduction Benders’ Decomposition[2] is a popular technique in solving certain classes of dif- cult problems such as stochastic programming problems[7, 13] and mixed-integer nonlinear programming ...

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