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

15 votes
3 answers
1k views

How does the search space affect the speed of an ILP solver?

Let us suppose we have an optimization problem which we have modeled as an ILP. Suppose we solve this problem using some set of constraints which restricts the search space. Let us suppose we model th …
ephemeral's user avatar
  • 917
1 vote
1 answer
99 views

Setting constant values in constraints depending on actual values of variables

We have a set of constraints in an ILP of the following form : $ \gamma (X_{11} + X_{12} + X_{13}) \leq C_1$ where $X_{ij} \in \{0,1\}$ and the value of $\gamma$ is going to depend on the actual value …
ephemeral's user avatar
  • 917
0 votes
2 answers
85 views

ILP constraint conditional on a value of a variable

If $X_{ijklm}$ are Boolean Variables, where $i,j,k,l,m$ range from $1$ to $n$, then write an ILP constraint to ensure that for each value of $k$, either all the $jth$ variables are set to $0$ or all t …
ephemeral's user avatar
  • 917
0 votes
1 answer
194 views

For an ILP relaxed to LP is the LP solution objective always less than the ILP solution?

If an Integer Linear Programming (ILP) problem is relaxed to a Linear Programming (LP) problem, is the objective value of the LP always less than the same ILP problem? Why?
ephemeral's user avatar
  • 917