It is advised that in a big M constraint, M should be chosen as small as possible.

Is this recommendation a hard fact or heuristics?

  • 3
    $\begingroup$ The smaller your big M constant, the stronger/sharper is the MIP model's relaxation. See this question and its answers for more details. $\endgroup$
    – joni
    Commented Apr 14, 2023 at 16:56


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