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