A framework for constructing general integer problems with well-determined duality gaps

A. Joseph, S. I. Gass

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

The paper is concerned with constructing general integer programming problems (GIP) with well-determined duality gaps. That is, given an integer solution vector, X*, our problem is to develop a set of integer linear inequalities AX ≤ b and an objective function c such that X* lies within some known objective function distance of the optimal solution of the relaxed linear-programming problem. By well-determined, we mean that on completion an upper bound on the problem duality gap and an integer solution (optimal or best known) are available to the problem developer. Such a procedure can, therefore, be used to develop test problems to support the research effort in the area of general IP.

Original languageEnglish (US)
Pages (from-to)81-94
Number of pages14
JournalEuropean Journal of Operational Research
Volume136
Issue number1
DOIs
StatePublished - Jan 1 2002

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Keywords

  • Duality gap
  • General integer programming
  • Linear programming
  • Test problem generation

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management

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