The new version of Cplex (12.7) has some interesting new facilities to make it easier to use a Benders Decomposition approach (1,3). Paul Rubin shares some experiences with this in (2).
The original paper by Jacques Benders can be found in (4).
References
- Paul Shaw, What’s new in Cplex 12.7?, https://developer.ibm.com/docloud/blog/2016/11/11/whats-in-cos-12-7/
- Paul Rubin, Support for Benders Decomposition in CPLEX, http://orinanobworld.blogspot.com/2016/12/support-for-benders-decomposition-in.html
- Xavier Nodet, IBM CPLEX Optimization Studio 12.7 - Benders, Modeling Assistance, etc., http://www.slideshare.net/xnodet/ibm-cplex-optimization-studio-127-benders-modeling-assistance-etc
- J.F. Benders, Partitioning procedures for solving mixed-variables programming problems, Numerische Mathematik 4, pp. 238-252, 1962, http://www.digizeitschriften.de/dms/img/?PID=GDZPPN001164228