Michiel uit het Broek
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How to linearize the product of two binary variables?
Accepted answer
47 votes

This scenario can be linearized by introducing a new binary variable $z$ which represents the value of $x y$. Notice that the product of $x$ and $y$ can only be non-zero if both of them equal one, ...

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How to linearize the product of a binary and a non-negative continuous variable?
Accepted answer
32 votes

Suppose we can give a finite upper bound for $y$ called $M$. Then this constraint can easily be linearized by using the so-called big $M$ method. We introduce a new variable $z$ that should take the ...

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How to linearize the product of two continuous variables?
Accepted answer
9 votes

As far as I know, there is no true way to linearize such constraints, as also stated in the answer given by Michael Trick. Let us therefore consider a piecewise linear approximation of the constraint $...

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Subtour elimination constraints - enumeration vs dynamically adding
4 votes

In my experience it is helpful to add the smallest sub tour constraints directly into the model formulation. You should play a bit with the exact size but I commonly add subtour constraints up to 4 ...

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