Benders’ Decomposition 101: How to Crack Open a Stochastic Program That’s Too Big to Swallow Whole

Whenever you can rewrite an optimization problem so that fixing some variables makes the rest separable, you could try Benders. The post Benders’ Decomposition 101: How to Crack Open a Stochastic Program That’s Too Big to Swallow Whole appeared first on Towards Data Science .