2020/06/18 by Seth Brown, Wenxin Zhang, Brown, Seth +5
Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #math.OC
paper · pdf · doi:10.48550/arxiv.2006.10223
arxiv created 2021/02/02 · arxiv updated 2021/02/03
In this paper, we analyze how sequentially introducing decision variables into an integer program (IP) affects the value function and its level sets. We use a Gilmore-Gomory approach to find parametrized IP value functions over a restricted set of variables. We introduce the notion of maximal connected subsets of level sets - volumes in which changes to the constraint right-hand side have no effect on the value function - and relate these structures to IP value functions and optimal solutions.