General Constraint vs Linear Constraint

Answered

Wei Tang

• August 01, 2019 03:57

Hi, I came up with two different ways to model a constraint for my problem. One requires Linear Constraints type, the other requires General Constraints type. Is there performance suggestion on which type of constraint Gurobi prefers in terms of solving speed? Thank you very much!

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• Official comment

  

  Tobias Achterberg

  Gurobi Staff

  • August 01, 2019 14:07

  General Constraints are internally translated into linear and SOS constraints, depending on the General Constraint type. If you use the same linearization yourself, there should be no structural performance difference. But it could be that your linearization is better (because you exploit problem knowledge that Gurobi does not have), or that Gurobi's linearization is better (because it exploits tighter bounds of the variables that have been found during the presolve step).

  Best regards,

  Tobias

   

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