The algorithm behind the semi-continuous variable
AnsweredGurobi can assign a variable as semi-continuous. What is the algorithm behind this assignment? Is Gurobi using the same method of Big M and a binary variable to model a semi-continuous variable? In such a situation, the problem of significant execution time remains the same for a problem with many semi-continuous variables since there is the same number of binary variables.
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In presolve, Gurobi handles semi-continuous variables as special objects to exploit possible structure or special cases. During the rest of the optimization, Gurobi models semi-continuous variable with help of binaries, as described in this blog on Semi-continuous variables.
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Jaromił0
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