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 […]