Linearize general constraints Gurobi
回答済み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!
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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,
Jaromił0
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