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A Neural Benders Decomposition for the Hub Location Routing Problem

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arxiv 2309.01022 v1 pith:TTXHJ3RT submitted 2023-09-02 math.OC

A Neural Benders Decomposition for the Hub Location Routing Problem

classification math.OC
keywords decompositionpoliciesbendersdualmagnanti-wongmethodpolicyproblem
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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In this study, we propose an imitation learning framework designed to enhance the Benders decomposition method. Our primary focus is addressing degeneracy in subproblems with multiple dual optima, among which Magnanti-Wong technique identifies the non-dominant solution. We develop two policies. In the first policy, we replicate the Magnanti-Wong method and learn from each iteration. In the second policy, our objective is to determine a trajectory that expedites the attainment of the final subproblem dual solution. We train and assess these two policies through extensive computational experiments on a network design problem with flow subproblem, confirming that the presence of such learned policies significantly enhances the efficiency of the decomposition process.

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