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

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 mode...

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Bibliographic Details
Published inOperations research letters Vol. 51; no. 4; pp. 414 - 420
Main Authors Alfant, Rachael M., Ajayi, Temitayo, Schaefer, Andrew J.
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.07.2023
Subjects
Mixed-integer programming
Superadditive duality
Value function
Value function
Mixed-integer programming
Superadditive duality
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ISSN0167-6377
DOI10.1016/j.orl.2023.05.004

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Summary: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.
ISSN:0167-6377
DOI:10.1016/j.orl.2023.05.004