Repairing Misbehaving Mathematical Programming Models: Concepts and a Gams-Based Approach

  • Authors:
  • Hemant K. Bhargava;Ramayya Krishnan;Patrick T. Harker;Bruce A. McCarl

  • Affiliations:
  • -;-;-;-

  • Venue:
  • Interfaces
  • Year:
  • 1998

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Abstract

Mathematical-programming formulations can yield faulty answers. Models can be unbounded, infeasible, or optimal with unrealistic answers. I develop techniques for screening mathematical-programming formulations for structural problems pre- and postsolution. The presolution approaches identify problems within single variables and constraints. The postsolution techniques may require model augmentation and relyon theory-based examination of primal and dual solutions. I demonstrate these approaches in the context of linear programming and have computerized them in association with GAMS. They are freely distributed through a web page.