2026/08/03 by Marc Goerigk, Michael Hartisch, Sebastian Merten
Mathematics · #math.OC
arxiv created 2026/08/03 · arxiv updated 2026/08/04
To address the demand for inherently interpretable optimization methods, we introduce novel linear surrogates for budget allocation problems. These surrogates consist of sparse linear rules that map instances to feature-based representations of solutions. We present an exact approach based on mixed-integer programming as well as a heuristic for their computation. The performance of both approaches is analyzed through computational experiments.