Tuesday, January 27, 2009
Adding redundant constraint to MIP
Whenever a MIP model is very slow I try to invent "redundant" constraints that can be added to the model. Here is an example with Cplex. We report number of nodes needed to prove optimality on some small examples of a (proprietary) scheduling model:
As can be seen the version with the redundant equation added has much better performance. Furthermore it is noted that the duality gap was much smaller.