LP/MILP Formulation

Concepts and workflow for going from a problem description to a clear formulation. No API code here.

What is LP / MILP

• LP: Linear objective, linear constraints, continuous variables.
• MILP: Same plus some integer or binary variables (e.g. scheduling, facility location, selection).

Required questions (problem formulation)

Ask these if not already clear:

1. Decision variables — What are they? Bounds?
2. Objective — Minimize or maximize? Linear expression in the variables?
3. Constraints — Linear inequalities/equalities? Names and meaning?
4. Variable types — All continuous (LP) or some integer/binary (MILP)?

Typical modeling elements