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
收藏
页码：414 / 420
页数：7
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