@article{2e44f6c0c02f436c92fafff5738c9eb4,
title = "Duality in balance optimization subset selection",
abstract = "In this paper, we investigate a specific optimization problem that arises in the context of Balance Optimization Subset Selection (BOSS), which is an optimization framework for causal inference. Most BOSS problems can be formulated as mixed integer linear programs. By relaxing the integrality constraints so that fractional contributions of control units are permitted, a linear program (LP) is obtained. Properties of this LP and its dual are investigated and a sensitivity analysis is conducted to characterize how the objective value changes as the covariate values are perturbed.",
keywords = "Duality, Linear programming, Optimization for causal analysis",
author = "Kwon, {Hee Youn} and Sauppe, {Jason J.} and Jacobson, {Sheldon H.}",
note = "Funding Information: The authors would like to thank the associate editor and two anonymous reviewers for their comments and suggestions which led to a considerably improved version of this paper. The third author has been supported in part by the Air Force Office of Scientific Research under Grant No. FA9550-19-1-0106. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the United States Government, or the Air Force Office of Scientific Research. Funding Information: The third author has been supported in part by the Air Force Office of Scientific Research under Grant No. FA9550-19-1-0106. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the United States Government, or the Air Force Office of Scientific Research. ",
year = "2020",
month = jun,
day = "1",
doi = "10.1007/s10479-020-03513-y",
language = "English (US)",
volume = "289",
pages = "277--289",
journal = "Annals of Operations Research",
issn = "0254-5330",
publisher = "Springer",
number = "2",
}