MILP solution taking too long, while the incumbent obj value is at the optimal level from early on



  • Ismael Osuna

    Are your variables are expression bounded? maybe the solver is taking too much time discarding unrealistic values, e.g. for PWL functions, before applying sos constraints

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  • Makedon Karasavvidis

    Thank you very much for your response.

    I guess you mean continuous variables that are used (auxiliary) in big-M expressions ? By saying expression bounded do you mean something different than just bounded?

    Well I did that and saw a certain amount of improvement and thank you for that. But still the trend remains there, again the incumbent is at the optimal level a lot earlier than the finalization of the run. Any more suggestions please?

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