Big M and binary decision variables reference



One year ago, I had posted a question about how to deal with problems that include multiplying two decision variables, one is continuous and the other is binary. I remember that one of the site contributors (Probably Mark L.Stone) had shared a big M document that had different ways to deal with binary decision variables. I lost that document. Is there any chance that I can get it again?

(Mark L. Stone) #2

You are referring to FICO MIP formulations and linearizations Quick reference .

Also see Mixed integer optimization chapter 9 of MOSEK Modeling Cookbook


Exactly. Thank you so much for that :slight_smile: