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Record W2564296586 · doi:10.1287/ijoc.2016.0717

Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

2016· article· en· W2564296586 on OpenAlexaff
Merve Bodur, Sanjeeb Dash, Oktay Günlük, James Luedtke

Bibliographic record

VenueINFORMS journal on computing · 2016
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversity of Toronto
FundersOffice of Naval ResearchNational Science Foundation
KeywordsBenders' decompositionMathematical optimizationInteger programmingMathematicsInteger (computer science)Stochastic programmingBranch and cutLinear programming relaxationRelaxation (psychology)Variable (mathematics)Space (punctuation)Computer science

Abstract

fetched live from OpenAlex

With stochastic integer programming as the motivating application, we investigate techniques to use integrality constraints to obtain improved cuts within a Benders decomposition algorithm. We compare the effect of using cuts in two ways: (i) cut-and-project, where integrality constraints are used to derive cuts in the extended variable space, and Benders cuts are then used to project the resulting improved relaxation, and (ii) project-and-cut, where integrality constraints are used to derive cuts directly in the Benders reformulation. For the case of split cuts, we demonstrate that although these approaches yield equivalent relaxations when considering a single split disjunction, cut-and-project yields stronger relaxations in general when using multiple split disjunctions. Computational results illustrate that the difference can be very large, and demonstrate that using split cuts within the cut-and-project framework can significantly improve the performance of Benders decomposition.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.015
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.007
Threshold uncertainty score0.036

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0070.015
Meta-epidemiology (narrow)0.0030.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.002
Science and technology studies0.0010.002
Scholarly communication0.0020.003
Open science0.0020.002
Research integrity0.0020.006
Insufficient payload (model declined to judge)0.0070.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.069
GPT teacher head0.350
Teacher spread0.281 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations72
Published2016
Admission routes1
Has abstractyes

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