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Stochastic Survivable Network Design Problems |
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| Institution: | 1. Department of Industrial Engineering, University of Tabriz, Tabriz, Iran;2. Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran;1. University of Wisconsin-Madison, 3261 Mechanical Engineering Building, Madison, WI, 53706, United States;2. University of Arkansas, 4166 Bell Engineering Center, Fayetteville, AR, 72701, United States;3. Rensselaer Polytechnic Institute, 110 8th St., Center for Industrial Innovation, Suite 5015, Troy, NY, 12180, United States |
| Abstract: | In this paper we introduce survivable network design problems under a two-stage stochastic model with fixed recourse and finitely many scenarios. We propose a new cut-based formulation based on orientation properties which is stronger than the undirected cut-based model. We use a two-stage branch&cut algorithm for solving the decomposed model to provable optimality. In order to accelerate the computations, we suggest a new cut strengthening technique for the decomposed L-shaped optimality cuts that is computationally fast and easy to implement. |
| Keywords: | stochastic survivable network design stochastic integer programming branch-and-cut Benders decomposition |
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