INDPRELINBIGM
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Description
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During presolve, indicator constraints will be linearized using a BigM coefficient whenever that BigM coefficient is small enough. This control defines the largest BigM for which the original constraint will be replaced by the linearized version. If the BigM is larger than INDPRELINBIGM but smaller than
INDLINBIGM, the linearized row will be added but the original indicator constraint is kept as a numerically stable way to check feasibility.
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Type
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Double
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Topic areas
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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 constraint is satisfied with tolerance FEASTOL+MIPTOL*INDPRELINBIGM.
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Affects routines
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See also
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Category
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Control
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