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

被引：2

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

页码：414 / 420

页数：7

共 50 条

[21] An approximate inverse preconditioner for Toeplitz systems with multiple right-hand sides
Huang, Jie
Huang, Ting-Zhu
APPLIED MATHEMATICS AND COMPUTATION, 2012, 218 (23) : 11370 - 11379
[22] SIMPLER BLOCK GMRES FOR NONSYMMETRIC SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES
Liu, Hualei
Zhong, Baojiang
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS, 2008, 30 : 1 - 9
[23] Condition Numbers of the Least Squares Problems with Multiple Right-Hand Sides
Meng, Lingsheng
Zheng, Bing
FILOMAT, 2019, 33 (06) : 1667 - 1676
[24] 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
[25] SOLVABILITY OF THE CORE PROBLEM WITH MULTIPLE RIGHT-HAND SIDES IN THE TLS SENSE
Hnetynkova, Iveta
Plesinger, Martin
Sima, Diana Maria
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2016, 37 (03) : 861 - 876
[26] 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
[27] The block Lanczos method for linear systems with multiple right-hand sides
El Guennouni, A
Jbilou, K
Sadok, H
APPLIED NUMERICAL MATHEMATICS, 2004, 51 (2-3) : 243 - 256
[28] Global simpler GMRES for nonsymmetric systems with multiple right-hand sides
Zong, Yidan
Wang, Li
APPLIED MATHEMATICS AND COMPUTATION, 2014, 248 : 371 - 379
[29] TWO ALGORITHMS FOR SYMMETRIC LINEAR SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES
戴华
NumericalMathematicsAJournalofChineseUniversities(EnglishSeries), 2000, (01) : 91 - 110
[30] Oblique projection methods for linear systems with multiple right-hand sides
Jbilou, K
Sadok, H
Tinzefte, A
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS, 2005, 20 : 119 - 138

← 1 2 3 4 5 →