MIP Formulations & Linearization

MIP Formulations & Linearization

FICO-Xpress

Modelling

Description

Modelling using mathematical logic and modelling nonlinear problems. Specific to using Xpress.

Short Summary

This quick reference guide presents a collection of MIP model formulations for Xpress Optimizer. Including standard linearization techniques involving binary variables, the use of more specific modelling objects such as SOS and partial integer variables, and reformulations of logic constraints through indicator constraints.

When & Why?

This material would be beneficial to those who already know some level of optimization algorithms and would like to know how to model different problems efficiently. Although it uses the Xpress Optimizer exclusively, some of the materials could be used for other optimizers as well.

How to?

This is a documentation that is useful if the user uses Xpress.

Review: what is good & less good?

This documentation lacks examples and some parts of it might be outdated as Xpress evolves. This document however if a good starting point in understanding the general method of modelling MIPs.

Check Out the Book "MIP Formulations & Linearization"