Nick Fryganiotis

I am solving a Mixed-Integer Linear Program (MILP) using Gurobi that includes the linearization of a product term, $\mathbf{u = x \cdot y}$, where $x$ and $y$ are binary decision variables. I found...

Is there any way to bound for each decision variable the difference of the optimal solution of the integer program and the linear program relaxation solution, in case of convex functions? 

Hi, consider the product of a binary variable x, with an integer variable y. How to efficiently linearize this term? Also is it is better to linearize this term, or  gurobi solver can handle it? Th...

I have a mixed integer linear program. My objective function involves the sumation of binary variables and quadratic terms of continuous variables. When i execute the model optimize function i get ...

Could i define 3-index variable using addVars where for the first index when it's value is less than 2 it will be a binary variable, otherwise it will be a continuous varible.

In case of an integer programming problem, i would like to add in the objective function an integer division of a decision variable with a constant number. Is there any efficient way to implent thi...

Consider a binary variable \(x_s(t)\), and a continuous variable \(z_s(t) = t - t_s\), where \(t_s\) is a known constant. We define a conditional variable \(sr_s(t) = x_s(t)\) if \(0 \leq z_s(t) < ...