Suppose that I have the very simple helloworld style integer program below:
Max X s.t.
X * W <= A
X <= 1
0 <= X
Where X is the integer variable (can be 0 or 1), and W and A are constant integers.
Suppose further, that W is very large, for example, 2251799813685248.
With such a large size, using standard primitives (like a 32 bit int) will cause problems.
Therefore, my question is does Gurobi support mathematical integers (i.e. no bounds and uses something like GMP under the hood) or is it limited to machine precision?
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