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Allow generation of relaxations as MILP #26

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dourouc05 opened this issue Aug 30, 2021 · 0 comments
Open

Allow generation of relaxations as MILP #26

dourouc05 opened this issue Aug 30, 2021 · 0 comments
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@dourouc05
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dourouc05 commented Aug 30, 2021

People could find it useful to use the reformulation mechanism of bridges to get a relaxation that can be solved really fast: this relaxation could have better properties than the usual LP relaxation of the equivalent MIP (maybe tighter, more probably smaller). It should not be much harder to implement than the current bridges, but these new bridges would never be used without the user explicitly asking for it.

A similar thing would be to have less tight formulations that are not MIP relaxations, but smaller. I'm mostly thinking about the 2-way constraint to encode an AND: y = x_1 \land x_2 can also be written as 0 \leq x_1 + x_2 - 2 y\leq 1; the integer solutions are the same, but the formulation is not tight anymore.

A few references/tutorials:

@dourouc05 dourouc05 added this to the vNEXT milestone Aug 30, 2021
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