Skip to main content

Is there a advantage converting == constraint to <= and >=

Answered

Comments

2 comments

  • Official comment
    Simranjit Kaur
    • Gurobi Staff
    This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
  • Michel Soares
    • Gurobi-versary
    • Thought Leader

    Hi,

    Indeed there are additional steps involved in equal constraints. However, I cannot see how it would be better to replace it by two inequalities, it should be worse because it increases the number of constraints and it might make numerical problems more challenging.

    Since this is a simple conversion, if there were cases in which it would be better, the pre-solver would do so but I am not aware of such procedures in commercial solvers. In fact, there will be many steps in the pre-solve, some of which may end up removing these equality constraints.

    0

Post is closed for comments.