Preprint
Sep 2026
Online Learning-Based Adaptive Hybrid Benders Decomposition for Risk-Averse Optimal Sizing
The proposed method avoids getting stuck in the infeasible region during early iterations by explicitly embedding a carefully selected scenario in the master problem, while a tail-relevant scenario selector based on online learning helps to avoid solving the entire scenario set at every iteration.
Saif Ahmad, Seifeddine Benelghali, H. Ahmed
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