[Coin-lpsolver] Relaxing Constraints with Integer Variables

Joseph Young josyoun at nmt.edu
Mon Aug 2 21:20:27 EDT 2004


	I'm trying to relax constraints using integer variables.  So, on 
paper, the constraint looks something like:

a'x>=x0-Mb

where M is some large number and b is a binary variable.  However, when I 
implement this, CLp complains that my Matrix has n large values.  Right 
now I'm using M=1e300.  So, what is an appropriate number I can use for M 
that CLp will accept?

Sinc, Joseph Young




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