Cutting big M down to size

Cutting big M down to size

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Article ID: iaor1991670
Country: United States
Volume: 20
Issue: 5
Start Page Number: 61
End Page Number: 66
Publication Date: Sep 1990
Journal: Interfaces
Authors: , ,
Abstract:

Some texts and applied research papers continue to advocate the use of ‘M,’ an ‘extremely large number,’ in modeling a fixed charge in binary integer programs. This choice of M can be very detrimental to solving even reasonably sized problems. Previous research provides straightforward techniques which should be implemented by any person intelligent enough to develop an MIP model.

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