big-$ formulation

Mathematical programming approach to tighten a Big-$ formulation

  • Alejandro Crema
    • Categories Integer Programming Tags ,

    In this paper we present a mathematical programming approach to tighten a Big-$M$ formulation ($P_M$) of a Mixed Integer Problem with Logical Implications ($P$). If $M_0$ is a valid vector (the optimal solutions of $P$ belong to the feasible solutions set of $P_{M_0}$) our procedures find a valid vector $M$ such that $M \leq M_0$. … Read more