Error bounds for mixed integer linear optimization problems

We introduce computable a priori and a posteriori error bounds for optimality and feasibility of a point generated as the rounding of an optimal point of the LP relaxation of a mixed integer linear optimization problem. Treating the mesh size of integer vectors as a parameter allows us to study the...

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Bibliographic Details
Published in:	Mathematical programming Vol. 156; no. 1-2; pp. 101 - 123
Main Author:	Stein, Oliver
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2016 Springer Nature B.V
Subjects:	Approximation Calculus of Variations and Optimal Control; Optimization Combinatorics Computer programming Error analysis Full Length Paper Integers Linear programming Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Mixed integer Norms Numerical Analysis Optimization Optimization techniques Permissible error Rounding Studies Theoretical Vectors (mathematics) United States > US 90C31 90C10 90C11 Hoffman constant 90C05 Rounding Grid relaxation retract Granularity Global error bound
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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