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I am using Benders Decomposition(BD) to solve a linear problem(all decision variables are continuous variables). Though it solved this problem correctly, the number of iterations is up to 315 and it will take too much time. I have searched some methods to accelerate BD but I found they are mainly for MIP.

So I am wondering is there any good way to reduce the number of iterations in a linear problem.

Alexander
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  • You might find some useful answers here: https://or.stackexchange.com/questions/tagged/benders-decomposition – RobPratt Apr 02 '21 at 15:53

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