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arXiv · 2608.01858

Sparse Linear Surrogates for Interpretable Budget Allocation

Marc Goerigk·Michael Hartisch·Sebastian Merten
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Abstract

To address the demand for inherently interpretable optimization methods, we introduce novel linear surrogates for budget allocation problems. These surrogates consist of sparse linear rules that map instances to feature-based representations of solutions. We present an exact approach based on mixed-integer programming as well as a heuristic for their computation. The performance of both approaches is analyzed through computational experiments.

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Marc Goerigk, Michael Hartisch, Sebastian Merten. 2026-08-03. Sparse Linear Surrogates for Interpretable Budget Allocation. https://arxiv.org/abs/2608.01858

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