Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

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  • 1.  Logical constraints vs explicit formulations

    Posted Wed November 30, 2022 05:54 PM
    Edited by System Admin Fri January 20, 2023 04:15 PM
    Suppose I wish to express the constraint (X = 0 OR X >= 0.3 Y). We could use logical constraints or use the big M method:

    X >= 0.3 Y b
    X <= M b

    where b is a binary variable. Is there any reason to expect large performance differences between these approaches? Or are they similar enough under the hood?

    Another example of the two methods is implementing cardinality, e.g. the two approaches outlined here: binary variable depending on a continuous variable (mixed integer programming in cplex) 

    Thanks,
    Michael

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    Michael Han
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    #DecisionOptimization


  • 2.  RE: Logical constraints vs explicit formulations

    Posted Thu December 01, 2022 04:10 AM
    Hi,

    a good tech note : https://www.ibm.com/support/pages/difference-between-using-indicator-constraints-and-big-m-formulation

    regards

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    [Alex] [Fleischer]
    [Data and AI Technical Sales]
    [IBM]
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  • 3.  RE: Logical constraints vs explicit formulations

    Posted Thu December 01, 2022 04:53 PM
    That's very helpful, thanks Alex.

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    Michael Han
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