The algorithm behind the semi-continuous variable

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Mojtaba Jabbari Ghadi

2022年02月08日 03:16 編集済み

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Gurobi 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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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:44

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jaromił Najman

  • Gurobi Staff

  2022年02月09日 14:39

  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.

  Best regards, 
  Jaromił

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