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Sensitivity Analysis for Branch and Bound Integer Programming

Author

Listed:
  • Linus Schrage

    (University of Chicago, Chicago, Illinois)

  • Laurence Wolsey

    (CORE, Louvain-la-Neuve, Belgium)

Abstract

After an integer program is solved, we may be interested in the effect of small changes in the right-hand side or objective function coefficients. Without modifying the underlying branch and bound or cutting plane algorithm, we show what additional data to collect during the solution of the original integer program to give useful bounds on the solution of the modified problem.

Suggested Citation

  • Linus Schrage & Laurence Wolsey, 1985. "Sensitivity Analysis for Branch and Bound Integer Programming," Operations Research, INFORMS, vol. 33(5), pages 1008-1023, October.
    • Handle: RePEc:inm:oropre:v:33:y:1985:i:5:p:1008-1023
    DOI: 10.1287/opre.33.5.1008
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    Citations

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    Cited by:

    1. M. W. Dawande & J. N. Hooker, 2000. "Inference-Based Sensitivity Analysis for Mixed Integer/Linear Programming," Operations Research, INFORMS, vol. 48(4), pages 623-634, August.
    2. Onur Tavaslıoğlu & Oleg A. Prokopyev & Andrew J. Schaefer, 2019. "Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function," Operations Research, INFORMS, vol. 67(6), pages 1659-1677, November.
    3. Amini, Mohammad M. & Racer, Michael & Ghandforoush, Parviz, 1998. "Heuristic sensitivity analysis in a combinatoric environment: An exposition and case study," European Journal of Operational Research, Elsevier, vol. 108(3), pages 604-617, August.
    4. Babacar Thiongane & Anass Nagih & Gérard Plateau, 2005. "An Adapted Step Size Algorithm for a 0-1 Biknapsack Lagrangean Dual," Annals of Operations Research, Springer, vol. 139(1), pages 353-373, October.
    5. Crema, Alejandro, 1999. "An algorithm to perform a complete right-hand-side parametrical analysis for a 0-1-integer linear programming problem," European Journal of Operational Research, Elsevier, vol. 114(3), pages 569-579, May.

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