Approximating the stability region for binary mixed-integer programs

作者：Kilinc Karzan Fatma; Toriello Alejandro; Ahmed Shabbir^*; Nemhauser George; Savel**ergh Martin

来源：Operations Research Letters, 2009, 37(4): 250-254.

DOI：10.1016/j.orl.2009.04.001

• Real-time optimization
• Stability analysis
• Sensitivity analysis
• Binary integer programming

The stability region of a solution is the polyhedral set of objective coefficients for which the solution is optimal. It provides valuable information for sensitivity analysis and re-optimization. An exact description of it may require an exponential number of inequalities. We develop polyhedral inner and outer approximations of linear size.

• 出版日期2009-7