INDPRELINBIGM
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Description
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During presolve, indicator constraints can be internally replaced with regular rows (i.e. linearized) using a BigM coefficient whenever the BigM coefficient is smaller or equal to this value.
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Type
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Double
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Default value
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100.0
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Note
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Replacing an indicator constraint with a BigM row has a side effect on tolerances. In the indicator constraint form, the constraint part is satisfied with FEASTOL tolerance; while after changing it to BigM form, the constraint also includes the binary indicator variable (with a coefficient up to INDPRELINBIGM and an integrality tolerance of MIPTOL), therefore the constraint part of the indicator contraint is satisfied with tolerance FEASTOL+MIPTOL*INDPRELINBIGM.
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Affects routines
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