ijoc-methods

Method & Experimental Design (ijoc-methods)

When to trigger

• The algorithm is settled but the experimental protocol (instances, baselines, tuning, hardware, metrics) is not designed
• You are about to run experiments and want to avoid a protocol a referee will reject after the fact
• A referee challenges the fairness of a comparison (asymmetric tuning, mismatched time limits, weak baseline)
• You must choose what to measure so the computational claim is actually supported

Designing an IJOC-grade computational experiment

At IJOC the experiment is the evidence, so it is held to a high methodological standard. Design it before running it, around five pillars. Getting these right up front is cheaper than re-running after an R&R.

1. Instances. Use public, standard benchmark sets wherever they exist (e.g., MIPLIB-class libraries, TSPLIB-style, established generators) so results are comparable and not cherry-picked. If you must generate instances, document the generator, the parameter ranges, and the seeds, and deposit them. Report the size distribution; do not test only on the sizes where you win.
2. Baselines. Compare against the strongest available method, not a strawman: the leading published algorithm and, for exact methods, a current commercial/open solver (CPLEX/Gurobi/SCIP/HiGHS) at default and tuned. A win over a weak baseline is not a win.
3. Fair tuning. Tune your method and the baselines with the same budget on a disjoint tuning set, then report on a held-out test set. Disclose the tuning procedure; never tune on the test instances. Asymmetric tuning is the single most common fatal flaw.
4. Hardware & time. Report CPU/GPU, cores used, memory, language/solver versions, and the time limit. Compare at equal wall-clock or equal hardware; if you must compare across machines, normalize and say how. State whether runs are single- or multi-threaded.
5. Metrics & statistics. Pick metrics that match the claim — solve time, optimality gap, primal/dual bound at time limit, solution quality, number solved, generalization error, estimator variance. Run multiple seeds for stochastic methods and report dispersion, not just means. Plan the statistical test (Wilcoxon signed-rank, performance profiles) now.

Method choice should follow the structure, not fashion

Choose the method because the problem structure warrants it: decomposition when the model is block-angular; column generation when columns are exponential but priceable; a learned heuristic when many similar instances are solved repeatedly; variance reduction when the simulation estimand is rare-event-like. "We used deep learning because it is popular" invites the reviewer to ask what it buys over a tuned classical baseline — so include that baseline.

Common protocol traps by archetype

The fair-comparison standard bites differently across archetypes, and each has a signature trap:

• Exact methods: comparing your tuned cuts against a solver with cuts/presolve turned off — disclose every solver parameter you changed, and justify it.
• Heuristics: reporting the best of many runs as "the result." Report a fixed budget and the distribution; the comparison is run-to-run, not best-to-best.
• ML-for-OR: training and testing on instances from the same generator seed, so "generalization" is memorization. Hold out an out-of-distribution instance family and report it.
• Simulation: unequal replication counts across methods, or comparing variance without equalizing CPU effort. Fix the budget, then compare variance.

Reproducibility is part of the method

Because accepted papers deposit code/data in the IJOC GitHub repository, build the experiment so the deposit is trivial: scripted runs (scripts/), pinned dependencies (requirements.txt / Manifest.toml), fixed seeds, and a results/ layout that maps to the paper's tables. Log raw outputs (not just summaries) so a reviewer can recompute your statistics. Designing this in from the start means the reproducibility deposit is a snapshot, not a scramble.

Execution bridge (StatsPAI / Stata MCP)

For the empirical / causal lane, estimate and audit rather than only specify. Full

map: [execution-with-mcp](../../../shared-resources/empirical-methods/execution-with-mcp.md). INFORMS JoC is computing / algorithms and methodology; the causal-inference chain below applies only to its empirical-evaluation papers, not to algorithm design.

• detect_design → recommend → fit with as_handle=true → audit_result to

enumerate the checks the design owes.

• Panel / staggered DiD: callaway_santanna / sun_abraham + bacon_decomposition
• honest_did_from_result. IV: effective_f_test + anderson_rubin_ci. RDD:

rdrobust + mccrary_test.

• Experiments: randomization-based inference and romano_wolf for the many-outcome

family-wise correction reviewers expect.

Match the toolchain to the reviewer pool, and report the effect size the venue

wants. A run end-to-end (synthetic data, real returns) is in the

[JF execution walkthrough](../../../Journal-of-Finance-Skills/resources/worked-examples/02-execution-walkthrough.md).

Checklist

• [ ] Instances are public/standard or fully documented + deposited; size range is representative
• [ ] Baselines include the strongest published method and a current solver at default + tuned
• [ ] Tuning uses equal budget on a disjoint set; test set is held out; procedure disclosed
• [ ] Hardware, cores, memory, versions, and time limit are reported
• [ ] Metrics match the claim; multiple seeds for stochastic methods with dispersion reported
• [ ] A statistical comparison (Wilcoxon / performance profile) is planned
• [ ] Method choice is justified by problem structure, not popularity
• [ ] The run is scripted and seeded so the GitHub deposit is a snapshot

Anti-patterns

• Strawman baseline (e.g., textbook B&B) instead of a current solver/leading method
• Tuning your method hard while running baselines at default
• Reporting only mean runtime over one seed for a randomized algorithm
• Hiding the hardware/time limit, or comparing across machines without normalization
• Testing only on instance sizes where the method wins
• Picking a method by fashion and omitting the classical baseline it must beat

Output format

【Journal】INFORMS Journal on Computing
【Skill】ijoc-methods
【Method + why】structure that justifies it
【Instances】public/standard or documented+deposited; size range
【Baselines】strongest method + solver (default/tuned)
【Tuning】equal budget, disjoint set, held-out test? [Y/N]
【Hardware/time】CPU/GPU, cores, versions, limit
【Metrics + test】metric(s); Wilcoxon / performance profile; #seeds
【Next skill】ijoc-data-analysis