Re: [Help-glpk] Indicator constraints

[Michael Hennebry]

On Fri, 16 Dec 2011, Xypron wrote:

> users of GLPK have had often had problems with the accuracy of big M
> formulations.

The trick to using big M is to do the math
to get the smallest Ms that will work.

> In CPLEX big M formulations can be replaced by indicator constraints.
> This is a constraint switched on and off by a binary.

What I suspect happens is:
Initially, the indicator constraint is turned off.
The indicator constraint is usually turned on
only after a branch on the indicator variable.
That might be good for accuracy,
but it won't be so good for tree size.
Of course, big big M methods have the same tree size problem,
they just have lower accuracy.
To get accuracy, use a small M.

--
Michael   address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily