When the going gets tough ... we at AIMMS use this paper a lot!



Even with state-of-the-art hardware and software, mixed integer programs can require hours, or even days, of run time and are not guaranteed to yield an optimal (or near-optimal, or any!) solution. In this paper, we present suggestions for appropriate use of state-of-the-art optimizers and guidelines for careful formulation, both of which can vastly improve performance.



http://inside.mines.edu/~anewman/MIP_practice120212.pdf





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