Distances of optimal solutions of mixed-integer programs
Joseph Paat, Robert Weismantel, Stefan Weltge

TL;DR
This paper improves bounds on the distance between optimal solutions of mixed-integer programs and their relaxations, relating it more closely to the number of integer variables and a combinatorial parameter.
Contribution
It refines existing bounds by linking the solution distance to the number of integer variables and a combinatorial parameter, using additive combinatorics techniques.
Findings
Bound on solution distance depends on $\
Feasibility of certain MILPs demonstrated using Olson's result.
Conjecture that bounds can be further improved to depend only on $\
Abstract
A classic result of Cook et al. (1986) bounds the distances between optimal solutions of mixed-integer linear programs and optimal solutions of the corresponding linear relaxations. Their bound is given in terms of the number of variables and a parameter , which quantifies sub-determinants of the underlying linear inequalities. We show that this distance can be bounded in terms of and the number of integer variables rather than the total number of variables. To this end, we make use of a result by Olson (1969) in additive combinatorics and demonstrate how it implies feasibility of certain mixed-integer linear programs. We conjecture that our bound can be improved to a function that only depends on , in general.
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Taxonomy
TopicsOptimization and Mathematical Programming · Vehicle Routing Optimization Methods · Scheduling and Timetabling Solutions
