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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 …
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 …