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This is a primer on Mixed Integer Programming. It builds on Part2 It is based on personal learning experience and focuses on application rather than theory. For a rigorous approach please refer to a textbook. Connect decision variable with boolean variable From Part2 it is known that the fundamental technique to link continuous decision variables with indicator/boolean variables is via…
This is a primer on Mixed Integer Programming.
It builds on Part2
It is based on personal learning experience and focuses on application rather than theory.
For a rigorous approach please refer to a textbook.
Connect decision variable with boolean variable
From Part2 it is known that the fundamental technique to link continuous decision variables with
indicator/boolean variables is via Big-M/Small-m constraints.
They implement the following logical statement:
$$
\delta = 1 \Leftrightarrow x \gt 0 \tag{0}
$$
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