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Inefficient solving of QIP

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1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Marius,

    Your code snippet is not reproducible, because multiple definitions of used lists and values are missing, cf. minimal reproducible example. Could you please update your post to make the code executable?

    If all \(w_P\) values are positive, you might want to try introducing auxiliary continuous variables and equality constraints

    x_{n,p,m} = d_{n,m,p} - \sum_{b\in B}\hat{\beta}_{n,m} \delta_{n,m,p}

    and use \(x_{n,p,m}^2\) in the objective. This would lead to a convex quadratic problem with binary variables. It is not said that his solves faster but it might be worth a try.

    Best regards, 


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