Accelerated Benders decomposition for bi-objective mixed integer programming

Abstract

We investigate bi-objective mixed integer programming to which Benders decomposition can be applied, a widely used technique for exploiting problem structures in real-world applications. Our study focuses on a sustainable supply chain network design problem that aims to minimise both economic and environmental objectives. To address the bi-objective nature, we employ the weighted sum method, which requires solving similar problems repeatedly with different weight values. To tackle this, we propose a straightforward acceleration technique that reuses Benders cuts generated in previous iterations of the weighted sum method. This approach enables the Benders decomposition master problem to be initialised with pre-generated cuts. Our computational experiments demonstrate that reusing these cuts significantly reduces computing time.