Author

Akul Bansal

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Preprint Aug 2026

SDDmiP.jl: A Software Package with a Provably Convergent Benders Algorithm for Multi-Stage Stochastic Mixed-Integer Programming

We present an open-source software package that implements a provably convergent Benders-type decomposition algorithm for multistage stochastic integer programs. In addition to standard cut families, such as Benders, strengthened Benders, and Lagrangian cuts, the algorithm incorporates rectified linear unit (ReLU) cuts...

Akul Bansal, Simge Küçükyavuz · 0 citations