Use MILP Relaxation


Name:
USE_MILP_RELAXATION
Type: bool
Default Value: true
Available Options: true, false

To turn off MILP relaxation (resulting in only LP relaxations being utilised for finding lower bounds), the user should specify in a new line of an options file:

USE_MILP_RELAXATION = false





What is the Relaxation of a MINLP?

Given a mixed integer nonlinear problem (MINLP), you can relax the nonlinear terms, obtaining an MILP relaxation. You can further relax the discontinuity, resulting from integer and binary variables, to obtain a further relaxed LP problem. While the LP relaxation is typically much cheaper to solve than the MILP relaxation, the latter can give a tighter lower bound.


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