Forum Discussion
Is there any example of combination of Benders Decomposition and Column Generation?
Dear all, I would like to know if there is any example (with code) of the combination of benders decomposition and column generation. I know that there are already some examples for column generatio...
Dear Francesco,
I'm afraid there is no such example in our distribution. Combining the two techniques requires a specific application that can benefit from it, and is anyway very application-dependent. For instance, how are both modeling techniques useful for the application? Is there a subset of variables that allows for decomposition? And is there a way of modeling the problem that implies an exponential number of variables? If this is the case, I suppose a combination of the two techniques can be useful.
While the Benders Decomposition would require you to set up callbacks for the branch-and-bound, the column generation does not, in general, require defining callbacks as it can be carried out in a single loop, as long as this is done before the branch-and-bound. If you envision doing column generation within the branch-and-bound, things get a lot more complex as you need branch-and-price.
Hope this helps. Regards,
Pietro