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Benders decomposition (or Benders' decomposition) is a technique in mathematical programming that allows the solution of very large linear programming problems that have a special block structure. This block structure often occurs in applications such as stochastic programming as the uncertainty is usually represented with scenarios.
Pseudocode. In computer science, pseudocode is a description of the steps in an algorithm using a mix of conventions of programming languages (like assignment operator, conditional operator, loop) with informal, usually self-explanatory, notation of actions and conditions. [ 1 ][ 2 ] Although pseudocode shares features with regular programming ...
An interior point method was discovered by Soviet mathematician I. I. Dikin in 1967. [1] The method was reinvented in the U.S. in the mid-1980s. In 1984, Narendra Karmarkar developed a method for linear programming called Karmarkar's algorithm, [2] which runs in provably polynomial time (() operations on L-bit numbers, where n is the number of variables and constants), and is also very ...
In computational geometry, a sweep line algorithm or plane sweep algorithm is an algorithmic paradigm that uses a conceptual sweep line or sweep surface to solve various problems in Euclidean space. It is one of the critical techniques in computational geometry. The idea behind algorithms of this type is to imagine that a line (often a vertical ...
Simplex algorithm. In mathematical optimization, Dantzig 's simplex algorithm (or simplex method) is a popular algorithm for linear programming. [1] The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. [2] Simplices are not actually used in the method, but one interpretation of it is that it ...
Tabu search (TS) is a metaheuristic search method employing local search methods used for mathematical optimization. It was created by Fred W. Glover in 1986 [1] and formalized in 1989. [2][3] Local (neighborhood) searches take a potential solution to a problem and check its immediate neighbors (that is, solutions that are similar except for ...
Dijkstra's algorithm to find the shortest path between a and b. It picks the unvisited vertex with the lowest distance, calculates the distance through it to each unvisited neighbor, and updates the neighbor's distance if smaller. Mark visited (set to red) when done with neighbors. Dijkstra's algorithm (/ ˈdaɪkstrəz / DYKE-strəz) is an ...
The master problem is the original problem with only a subset of variables being considered. The subproblem is a new problem created to identify an improving variable (i.e. which can improve the objective function of the master problem). The algorithm then proceeds as follow: Initialise the master problem and the subproblem; Solve the master ...