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For questions about mathematical optimization problems involving both continuous and binary or general integer variables.

2 votes
1 answer
99 views

Optimal way to formulate a piecewise linear function

I am working on LP problem whose objective function includes a piecewise linear function. I would like to figure out the optimal way to formulate the piecewise linear function in order to minimize the …
Apostolos's user avatar
0 votes
1 answer
241 views

What is the best open-source solver for large-scale MILP optimization?

Currentlly, I am using ortools with SCIP/CBC solvers for a large scale optimization problem, which turned out to be quite slow. The integer part of my problem is due to a piece-wise linear function in …
Apostolos's user avatar