Extension of the generalized benders' decomposition

Abstract

SUMMARYGeoffrion' generalized the Benders' decomposition approach' to a general class of 'complicated' nonlinear optimization programs. The theoretical significance of the work in Reference 6 is significant, but its computational usefulness is rather limited, due to some serious computational difficulties inherent in the master problem. In this paper, we report on a simple technique to overcome and eliminate these difficulties.