Repairing misbehaving mathematical programming models: Concepts and a GAMS-based approach

Repairing misbehaving mathematical programming models: Concepts and a GAMS-based approach

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Article ID: iaor19993131
Country: United States
Volume: 28
Issue: 5
Start Page Number: 124
End Page Number: 138
Publication Date: Sep 1998
Journal: Interfaces
Authors:
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 approaches identify problems within single variables and contraints. The postsolution techniques may require model augmentation and rely on theory-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 web page.

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