REPAIRING MISBEHAVING MATHEMATICAL-PROGRAMMING MODELS - CONCEPTS AND A GAMS-BASED APPROACH

Authors
Citation
Ba. Mccarl, REPAIRING MISBEHAVING MATHEMATICAL-PROGRAMMING MODELS - CONCEPTS AND A GAMS-BASED APPROACH, Interfaces, 28(5), 1998, pp. 124-138
Citations number
13
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
ISSN journal
00922102
Volume
28
Issue
5
Year of publication
1998
Pages
124 - 138
Database
ISI
SICI code
0092-2102(1998)28:5<124:RMMM-C>2.0.ZU;2-U
Abstract
Mathematical-programming formulations can yield faulty answers. Models can be unbounded, infeasible, or optimal with unrealistic answers. I develop techniques for screening mathematical-programming formulations for structural problems pre- and postsolution. The presolution approa ches identify problems within single variables and constraints. The po stsolution techniques may require model augmentation and rely on theor y-based examination of primal and dual solutions. I demonstrate these approaches in the context of linear programming and have computerized them in association with GAMS. They are freely distributed through a w eb page.