Approximating the stability region for binary mixed-integer programs

Approximating the stability region for binary mixed-integer programs

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Article ID: iaor20102980
Volume: 37
Issue: 4
Start Page Number: 250
End Page Number: 254
Publication Date: Jul 2009
Journal: Operations Research Letters
Authors: , , , ,
Abstract:

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.

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