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Linear Programming and Mixed-Integer Linear Programming

Solve linear programming problems with continuous and integer variables

Approaches to LP/MILPCharacteristics
Problem-Based OptimizationEasier to create and debug
Represent the objective and constraints symbolically
Solution time is longer because of translation time from problem form to matrix form
See the steps in Problem-Based Workflow
Basic example: Mixed-Integer Linear Programming Basics: Problem-Based or the video Solve a Mixed-Integer Linear Programming Problem using Optimization Modeling
Solver-Based OptimizationHarder to create and debug
Represent the objective and constraints as matrices
Can use imported MPS problem
Solution time is shorter because there is no translation time to matrix form
See the steps in Optimization Problem Setup
Basic example: Mixed-Integer Linear Programming Basics: Solver-Based

  • Problem-Based Optimization
    Solve linear programming problems and mixed-integer linear programming problems by creating an optimization problem.
  • Solver-Based Optimization
    Solve linear programming problems and mixed-integer linear programming problems by defining matrices that represent the objective function and constraints.

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