More Good Practices
Strengthen finite bounds
- Make “big M” only as large as needed
Disaggregation: which is better? x, y binary
- x1+x2+x3+x4<=4y
- x1<=y, x2<=y, x3<=y, x4<=y
Use structure
- SOS constraints: x1+x2+x3+x4<=1
Big (in useful ways) can be better
- RLT approach [Sherali & Adams]