290. Mixed Integer Programming

290.1. MIP (Mixed Integer Programming)

Optimizing (maximizing or minimizing) a linear objective function subject to linear equality or inequality constraints. Decision variables can take any continuous real or integer values

Minimize (or Maximize):

Subject to:

• for some

• for the remaining

Where:

• is the vector of decision variables
• is the vector of objective function coefficients
• is the constraint coefficient matrix
• is the vector of constraint right-hand side values
• represents integer variables
• represents continuous variables