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2016

Error bounds for mixed integer linear optimization problems

4 years 3 months ago
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 effect of different ‘granularities’ in the discrete variables on the error bounds. Our analysis mainly bases on the construction of a so-called grid relaxation retract. Relations to proximity results and the integer rounding property are highlighted.
Oliver Stein
Added 08 Apr 2016
Updated 08 Apr 2016
Type Journal
Year 2016
Where MP
Authors Oliver Stein
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