Synthetic Optimization Problem Generation: Show Us the Correlations!

  • Authors:
  • Charles H. Reilly

  • Affiliations:
  • College of Engineering and Computer Science, University of Central Florida, Orlando, Florida 32816

  • Venue:
  • INFORMS Journal on Computing
  • Year:
  • 2009

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Abstract

In many computational experiments, correlation is induced between certain types of coefficients in synthetic (or simulated) instances of classical optimization problems. Typically, the correlations that are induced are only qualified---that is, described by their presumed intensity. We quantify the population correlations induced under several strategies for simulating 0--1 knapsack problem instances and also for correlation-induction approaches used to simulate instances of the generalized assignment, capital budgeting (or multidimensional knapsack), and set-covering problems. We discuss implications of these correlation-induction methods for previous and future computational experiments on simulated optimization problems.