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...
Dantzig-Wolfe (DW) decomposition is a well-known technique in mixed-integer programming (MIP) for decomposing and convexifying constraints to obtain potentially strong dual bounds. We investigate cutting planes that can be derived using the DW decomposition algorithm and show that these cuts can provide the same dual b...
Stabilized proposal pricing may reduce exact subproblem work, but it cannot by itself certify branch-and-price node termination. A conditional, tolerance-adjusted node-pricing bound is developed for deterministic unit commitment. At the unstabilized restricted-master dual, CSDW-S applies a Phase-II cascade comprising a...
K-adaptive Ensembled Partitioning (KEP) is presented, which combines recursive bisection and direct 𝐾 -way search and replaces hard-feasibility Fiduccia–Mattheyses (FM) with an augmented-Lagrangian refinement step (AL-FM) that can cross short infeasible regions before repairing balance.
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