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Often, you can change the formulation of a MILP to make it more easily solvable. For suggestions on how to change your formulation, see Williams [1].

After you run `intlinprog`

once, you might
want to change some options and rerun it. The changes you might want
to see include:

Lower run time

Lower final objective function value (a better solution)

Smaller final gap

More or different feasible points

Here are general recommendations for option changes that are most likely to help the solution process. Try the suggestions in this order:

For a faster and more accurate solution, increase the

`CutMaxIterations`

option from its default`10`

to a higher number such as`25`

. This can speed up the solution, but can also slow it.For a faster and more accurate solution, change the

`CutGeneration`

option to`'intermediate'`

or`'advanced'`

. This can speed up the solution, but can use much more memory, and can slow the solution.For a faster and more accurate solution, change the

`IntegerPreprocess`

option to`'advanced'`

. This can have a large effect on the solution process, either beneficial or not.For a faster and more accurate solution, change the

`RootLPAlgorithm`

option to`'primal-simplex'`

. Usually this change is not beneficial, but occasionally it can be.To try to find more or better feasible points, increase the

`HeuristicsMaxNodes`

option from its default`50`

to a higher number such as`100`

.To try to find more or better feasible points, change the

`Heuristics`

option to either`'intermediate'`

or`'advanced'`

.To attempt to stop the solver more quickly, change the

`RelativeGapTolerance`

option to a higher value than the default`1e-4`

. Similarly, to attempt to obtain a more accurate answer, change the`RelativeGapTolerance`

option to a lower value. These changes do not always improve results.For a more accurate solution, decrease the

`ObjectiveImprovementThreshold`

option from its default`1e-4`

to a smaller positive value such as`1e-6`

. This change can cause`intlinprog`

to take more time to solve the problem, and to find more integer feasible points during its solution process.

Often, some supposedly integer-valued components of the solution `x(intcon)`

are
not precisely integers. `intlinprog`

considers
as integers all solution values within `IntegerTolerance`

of
an integer.

To round all supposed integers to be precisely integers, use
the `round`

function.

x(intcon) = round(x(intcon));

Rounding can cause solutions to become infeasible. Check feasibility after rounding:

max(A*x - b) % see if entries are not too positive, so have small infeasibility max(abs(Aeq*x - beq)) % see if entries are near enough to zero max(x - ub) % positive entries are violated bounds max(lb - x) % positive entries are violated bounds

`intlinprog`

does not enforce that solution
components be integer valued when their absolute values exceed `2.1e9`

.
When your solution has such components, `intlinprog`

warns
you. If you receive this warning, check the solution to see whether
supposedly integer-valued components of the solution are close to
integers.

`intlinprog`

does not allow components of
the problem, such as coefficients in `f`

, `A`

,
or `ub`

, to exceed `1e15`

in absolute
value. If you try to run `intlinprog`

with such
a problem, `intlinprog`

issues an error.

If you get this error, sometimes you can scale the problem to have smaller coefficients:

For coefficients in

`f`

that are too large, try multiplying`f`

by a small positive scaling factor.For constraint coefficients that are too large, try multiplying all bounds and constraint matrices by the same small positive scaling factor.

[1] Williams, H. Paul. *Model Building
in Mathematical Programming.* Wiley, 2013.

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