Evaluating mixed-integer programming models over multiple right-hand sides

被引：3
|
作者：
Alfant, Rachael M. [1 ]
Ajayi, Temitayo [2 ]
Schaefer, Andrew J. [1 ]
机构：
[1] Rice Univ, Dept Computat Appl Math & Operat Res, Houston, TX 77005 USA
[2] Nat Source Improved Plants, Ithaca, NY 14850 USA
来源：
OPERATIONS RESEARCH LETTERS | 2023年 / 51卷 / 04期
关键词：
Mixed-integer programming; Superadditive duality; Value function;
D O I：
10.1016/j.orl.2023.05.004
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A critical measure of model quality for a mixed-integer program (MIP) is the difference, or gap, between its optimal objective value and that of its linear programming relaxation. In some cases, the right-hand side is not known exactly; however, there is no consensus metric for evaluating a MIP model when considering multiple right-hand sides. In this paper, we provide model formulations for the expectation and extrema of absolute and relative MIP gap functions over finite discrete sets. & COPY; 2023 Elsevier B.V. All rights reserved.
引用
收藏
页码：414 / 420
页数：7
相关论文
共 50 条
  • [1] The Gap Function: Evaluating Integer Programming Models over Multiple Right-Hand Sides
    Ajayi, Temitayo
    Thomas, Christopher
    Schaefer, Andrew J.
    OPERATIONS RESEARCH, 2022, 70 (02) : 1259 - 1270
  • [2] Bilevel Integer Programs with Stochastic Right-Hand Sides
    Zhang, Junlong
    Ozaltin, Osman Y.
    INFORMS JOURNAL ON COMPUTING, 2021, 33 (04) : 1644 - 1660
  • [3] Two-stage quadratic integer programs with stochastic right-hand sides
    Osman Y. Özaltın
    Oleg A. Prokopyev
    Andrew J. Schaefer
    Mathematical Programming, 2012, 133 : 121 - 158
  • [4] Two-stage quadratic integer programs with stochastic right-hand sides
    Oezaltin, Osman Y.
    Prokopyev, Oleg A.
    Schaefer, Andrew J.
    MATHEMATICAL PROGRAMMING, 2012, 133 (1-2) : 121 - 158
  • [5] Single-ratio fractional integer programs with stochastic right-hand sides
    Zhang, Junlong
    Ozaltin, Osman Y.
    IISE TRANSACTIONS, 2017, 49 (06) : 579 - 592
  • [6] Mixed-integer programming models for an employee scheduling problem with multiple shifts and work locations
    Salem M. Al-Yakoob
    Hanif D. Sherali
    Annals of Operations Research, 2007, 155 : 119 - 142
  • [7] Mixed-integer programming models for an employee scheduling problem with multiple shifts and work locations
    Al-Yakoob, Salem M.
    Sherali, Hanif D.
    ANNALS OF OPERATIONS RESEARCH, 2007, 155 (01) : 119 - 142
  • [8] Estimation of Spatial Influence Models Using Mixed-Integer Programming
    Billionnet, A.
    JOURNAL OF ENVIRONMENTAL INFORMATICS, 2009, 14 (01) : 31 - 40
  • [9] Optimization of timed automata models using mixed-integer programming
    Panek, S
    Stursberg, O
    Engell, S
    FORMAL MODELING AND ANALYSIS OF TIMED SYSTEMS, 2003, 2791 : 73 - 87
  • [10] Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
    Kong, Nan
    Schaefer, Andrew J.
    Hunsaker, Brady
    MATHEMATICAL PROGRAMMING, 2006, 108 (2-3) : 275 - 296
12345