This is an example of using the Benders' decomposition framework of SCIP to solve the stochastic capacitated facility location problem (abbreviated to SCFLP). The instances used for this problem are taken from the OR-Library CAP instances. These instances describe the deterministic capacitated facility location problem. The customer demands of the deterministic problem are used as the mean of the normal distribution in the stochastic program.
To use the Benders' decomposition framework to solve the SCFLP instances requires the implementation of two plugins:
The SCFLP example formulates the problem as the determinstic equivalent, which can be solved directly by SCIP and by Benders' decomposition. Initially, we will describe how to build the deterministic equivalent problem. Second, we will describe how to build the problem so that the Benders' decomposition framework can be used.
See the Install file