Formulating Good MILP Models
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Hooker, J. N. 2011. Formulating Good MILP Models. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
Writing good models is essential to harnessing MILP solution technology. Due to an underlying theorem that characterizes MILP representability, MILP modeling involves identifying two types of structures in a problem: knapsack constraints and choices between discrete alternatives. This article illustrates the modeling process with a series of examples. They include capital budgeting, freight transport, set packing/covering/partitioning, airline crew rostering, facility location, fixed charges, lot sizing, and package delivery. Piecewise linear modeling, logical conditions, symmetry, special ordered sets, indicator constraints, and semicontinuous variables are also discussed.
- mixed integer/linear modeling;
- mixed integer/linear programming;
- disjunctive modeling