2 votes

MIP formulation for a lower semi-continuous function

You want to maximize $\max(f(x),0)$. Assume $L \le f(x) \le U$ for constants $L$ and $U$. Maximize $g(x)$ subject to $$ 0 \le g(x) \le U y \\ 0 \le g(x) - f(x) \le (0-L)(1-y) \\ y \in \{0,1\} $$
RobPratt's user avatar
  • 30.4k
1 vote

How to design a constraint to control flow in a non-network optimization model

Ok, suppose production process $i1$ goes to consumption process $ i2$. You can create a map of $ i1 -> i2$ & define parameters $z_{i1,i2}$such that if $ i1 -> i2$, then $ z_{i1,i2} = 1$, $0$ ...
Sutanu Majumdar's user avatar
1 vote

Ways to improve lower bounds while solving MIPs

There are serveral strategies. I recomend Lagrangian and Surrogate relaxation. Look for James Davis video "2.6 lagrangian relaxation". I guess it would help.
Lucas Araujo's user avatar

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