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Does Gurobi support mathematical integers or is it limited to machine precision for Integer programs?



1 comment

  • Official comment
    Greg Glockner
    Gurobi Staff Gurobi Staff

    Gurobi uses standard mixed-integer programming (MIP) techniques: it solves MIP models via a series of continuous (linear programming) relaxations. All variables are therefore continuous (double) values; a value is considered an integer if it is within IntFeasTol of an integer value.

    Additionally, a large coefficient like 2251799813685248 will cause numerical problems for the underlying LP relaxation.

    (I moved this to the modeling topic).

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