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Using Linear Programming to Find Approximate Solutions to the Fields to Impute Problem for Industry Data

Patrick G. McKeown and Joanne R. Schaffer
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Patrick G. McKeown: University of Georgia
Joanne R. Schaffer: University of Georgia

A chapter in Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface, 1981, pp 288-291 from Springer

Abstract: Abstract Sande has suggested a mathematical programming formulation of the fields to impute problem (FTIP) for continuous data. This formulation seeks to find a minimum weighted sum of fields that would need to be changed to yield an acceptable record by solving a mixed integer programming problem known as the fixed charge problem. While this formulation can and has been solved to find an optimal solution to the FTIP, this approach can be expensive in terms of solution time. In this paper, we demonstrate the use of a heuristic procedure to find an approximately optimal solution to FTIP. This procedure uses the SWIFT algorithm developed by Walker in conjunction with a judicious choice of dummy variable costs to arrive at an approximate solution based on a linear programming solution. We will show that this solution is optimal in many cases. We will also discuss the use of the special structure of FTIP to arrive at an optimal solution to the LP problem.

Keywords: Heuristic Procedure; Balance Constraint; Artificial Variable; Mixed Integer Programming Problem; Mathematical Programming Formulation (search for similar items in EconPapers)
Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-9464-8_41

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DOI: 10.1007/978-1-4613-9464-8_41

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