New answers tagged stochastic-programming
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What's the best way to speed up Benders Decomposition for a stochastic vehicle routing problem?
Without knowing much about the problem, there are several approaches (listed in increasing difficulty of implementation):
1). Warm-start the model at a known feasible solution.
2). You could try ...
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Benchmark problems for Benders Decomposition
Some collections of testing instances for Stochastic Programming which can be solved by the Benders Decomposition / L-shaped / SDDP:
MSPLib-Library https://github.com/bonnkleiford/MSPLib-Library
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