How problematic are your Big M constraints? an experiment [primal]

This post investigates whether it is still relevant to be careful about the coefficients used in so-called Big M constraints when formulating mixed-integer programming (MIP) models. I make some experiments with two-echelon supply chain design models to show that using too large values often cause the models to be harder to solve. The impact is much greater […]

What are Big M constraints? [dual]

This post presents a class of constraints that are used very often in mixed-integer programming (MIP) models. I explain what they are, why they are important and why using too large values for the big M is problematic. The associated primal post presents some experiments that outline how modern solvers handle unnecessarily large values of […]

Just a LP, really?

In recent talks in scientific conferences, I saw some people dissmiss pure linear programming (LP) models as being easy and primitive. I often got said “oh, that’s just a LP”. Linear programming is put in the box of solved problems, like some network problems such as the (pure) shortest path or max flow. In fact, I think […]

The day I put my hand into the shredder

…or so to speak. Recently, I’ve been working (in collaboration with two people) on a production planning model for a network of sawmills. It is not yet customized for a particular company. We came to this particular model after a few meetings, and it is rather clean and easy to read. The project went very […]

Things you learn in a Ph.D. that are not written in textbooks

Those are things I learned during the first phase of my experimentation over the course of my Ph.D (year 2 of 4) There is a story behind each of this statements; I may blog about some of them if there is interest in it and I find the time to write that. Please note that some of […]

Supply chain network design in 500 words

I’ve spent more time working on supply chain network (SCN) design problems than any other. This post summarizes the topic. What is supply chain network design? SCN design is a strategic problem arising in logistics and supply chain management. Typical SCN design problems involves strategic decisions on the number, location, capacity and missions of the […]

Smart models start small

There is only one good way to build large-size or complex optimization models: to start by a small model and adding elements gradually until you get the model you wanted in the first place. I have seen so many people (including myself) try to build large-size, complex models from scratch, only to spend countless frustrating […]