9

The problem you are referring to is hyper-parameter optimization and a simple search in google will bring up many blogs (and of course) research that has been done in this area. You haven't asked this, but since you mentioned a few algorithms (SA, Tabu search, ...), in case you are also interested to select the best algorithm for different data sets, then ...


9

You are touching three similar but different subjects in your question. Choosing the set of parameter values for an algorithm and a set of instances is a task known as offline parameter tuning, algorithm configuration, or (as indicated in @EhsanK) hyper-parameter tuning (mostly in machine learning, where the term parameters means something else). There is ...


5

There was a similar question on Cross Validated and as in my comment there, I would look into the use of statistical experimental design, specifically factorial designs and fractional factorial designs. There is a very good book on that topic Box, Hunter & Hunter and here is a paper on its use in hyperparameter optimization Design of Experiments for the ...


5

To my understanding, the tuning process you just mentioned is also an learning technique where your training set is your set of representative instances. The problem is with generalization because your training has been too biased or representative set has not been a good training set. In parameter tuning, you may wish to do cross validations similar to ML. ...


5

The second-stage infeasibility arises because the original MIP solution from CPLEX is technically infeasible. My best guess is that there are 3 things at play here: CPLEX' primal tolerance, integrality tolerance, and internal presolve/rescaling. The last one matters because, as I explain below, tolerances are typically applied on the presolved, rescaled ...


1

Based on your update, you might try the following in lieu of "change problem fix": change the bounds of the integer variables to equal the feasible solution, then solve the resulting LP problem. For instance, you would set the lower and upper bounds of is_committed to 0, and do the same for commit_amount. It's more tedious than tightening the ...


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