Title

Synthetic Optimization Problem Generation: Show Us The Correlations!

Keywords

0-1 knapsack problem; Capital budgeting problem; Correlation; Generalized assignment problem; Random variable generation; Set-covering problem

Abstract

In many computational experiments, correlation is induced between certain types of coefficients in synthetic (or simulated) instances of classical optimization problems. Typically, the correlations that are induced are only qualified-that is, described by their presumed intensity. We quantify the population correlations induced under several strategies for simulating 0-1 knapsack problem instances and also for correlation-induction approaches used to simulate instances of the generalized assignment, capital budgeting (or multidimensional knapsack), and set-covering problems. We discuss implications of these correlation-induction methods for previous and future computational experiments on simulated optimization problems. © 2009 INFORMS.

Publication Date

6-1-2009

Publication Title

INFORMS Journal on Computing

Volume

21

Issue

3

Number of Pages

458-467

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1287/ijoc.1090.0330

Socpus ID

68749116387 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/68749116387

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