Suppose you are developing an optimization software. You read in some data files, build some optimization model with a solver (like Gurobi), then write back some data files with your solution.

What kind of test do you write in order to validate the solution/behaviour of your optimization model?

Do you first create like small examples, where you calculate the solution by hand? Do you write a routine, that rechecks the constraints without the solver? ....?



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