How to select a small set of diverse solutions to mixed integer programming problems

  • Authors:
  • Emilie Danna;David L. Woodruff

  • Affiliations:
  • IBM, United States;Graduate School of Management, UC Davis, United States

  • Venue:
  • Operations Research Letters
  • Year:
  • 2009

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Abstract

Given an oracle that generates a large number of solutions to mixed integer programs, we present exact and heuristic approaches to select a small subset of solutions that maximizes solution diversity. We obtain good results on binary variables, but report scaling problems when considering general integer and continuous variables.