Web Reference: Mixed-integer linear programming (MILP) involves problems in which only some of the variables, , are constrained to be integers, while other variables are allowed to be non-integers. According to the Mixed-Integer Linear Programming Definition, there are matrices A and Aeq and corresponding vectors b and beq that encode a set of linear inequalities and linear equalities. A · x Aeq · x≤ b= beq. These linear constraints restrict the solution x. Models without any quadratic features are often referred to as Mixed Integer Linear Programming (MILP) problems. What follows is a description of the algorithm used by Gurobi’s mixed integer linear programming solver.
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