Linearize general constraints Gurobi

Answered

Fariha Kabir Torsha

• November 09, 2021 20:05

Hi!

As I went through different types of general constraints Gurobi can solve efficiently (Max constraint, Min constraint, Abs Constraint, AND constraint, OR constraint, INDICATOR constraints, Piecewise-linear constraints), I am intrigued to know how Gurobi handles there constraints in a linear problem? Does Gurobi linearize these constraints beforehand and if yes, then how do they do it.

 

Please refer me to any reading materials on this topic. Thanks!

0

• 

  Jaromił Najman

  Gurobi Staff

  • November 10, 2021 14:13

  Hi,

  Gurobi uses additional linear and SOS constraints to model general constraints. You can read more in the documentation of Simple General Constraints.

  Best regards,
  Jaromił

  0

Please sign in to leave a comment.