Standard Article

Formulating Good MILP Models

  1. John N. Hooker

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0333

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. Camegie Mellon University, Pittsburgh, Pennsylvania

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • mixed integer/linear modeling;
  • mixed integer/linear programming;
  • disjunctive modeling