Tightening optimality gap with confidence through conformal prediction

ArXi:2503.04071v5 Announce Type: replace-cross Decision makers routinely use constrained optimization technology to plan and operate complex systems like global supply chains or power grids. In this context, practitioners must assess how close a computed solution is to optimality in order to make operational decisions, such as whether the current solution is sufficient or whether additional computation is warranted. A common practice is to evaluate solution quality using dual bounds returned by optimization solvers.