Article ID: | iaor20023018 |
Country: | Netherlands |
Volume: | 136 |
Issue: | 1 |
Start Page Number: | 81 |
End Page Number: | 94 |
Publication Date: | Jan 2002 |
Journal: | European Journal of Operational Research |
Authors: | Gass S.I., Joseph A. |
Keywords: | programming: linear |
The paper is concerned with constructing general integer programming problems (GIP) with well-determined duality gaps. That is, given an integer solution vector, X*, our problem is to develop a set of integer linear inequalities AX<=b and an objective function c such that X* lies within some known objective function distance of the optimal solution of the relaxed linear-programming problem. By well-determined, we mean that on completion an upper bound on the problem duality gap and an integer solution (optimal or best known) are available to the problem developer. Such a procedure can, therefore, be used to develop test problems to support the research effort in the area of general IP.