Danylo Malyuta
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Latest activity by Danylo Malyuta-
Danylo Malyuta commented,
Hi Jakob, Thank you for the fast response. How do I "let Gurobi choose the scaling and scale the result afterwards"? Also, I was able to convert the big-M constraints to constraints of the form A_i...
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Danylo Malyuta created a post,
Choose a solution that does not violate constraints for MIP
I am solving a mixed-integer second order cone program (MISOCP). Boolean variables pick among a set of inequality constraints using the big-M formulation (I choose M as small as possible). I scale ...