INFORMS Annual Meeting 2019 - IBM Decision Optimization: on Cloud, for Bluemix...

These are the presentations that were made by the IBM Decision Optimization team at the INFORMS Annual Meeting, Seattle, October 2019. Andrea Tramontani, Recent Progress In CPLEX Benders Decomposition In this talk we present the Benders decomposition branch-and-cut that is implemented in CPLEX for Mixed Integer Linear Programming (MILP). We illustrate the main algorithmic components behind our implementation and discuss the latest improvements that are currently work in progress. Finally, we present an extensive computational analysis on some classes of decomposable MILP problems, to assess the performance of Benders branch-and-cut in comparison with the default branch-and-cut of CPLEX. The results show that some models that are out of reach for a "standard" branch-and-cut can instead be solved by Benders decomposition.