Corpus ID: 26539644

Benders, Nested Benders and Stochastic Programming: An Intuitive Introduction

@article{Murphy2013BendersNB,
  title={Benders, Nested Benders and Stochastic Programming: An Intuitive Introduction},
  author={James K. Murphy},
  journal={ArXiv},
  year={2013},
  volume={abs/1312.3158}
}
  • James K. Murphy
  • Published in ArXiv 2013
  • Mathematics, Computer Science
  • This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of Benders decomposition and of its application to two-stage stochastic programming problems (also known in this context as the L-shaped method), then extends this to multi-stage problems as the Nested Benders algorithm. The article is aimed at readers with some… CONTINUE READING

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