[Symphony] Penalties modeling in B&B and SYMPHONY

[Carlos Martínez]

Hello,

I am tailoring a somewhat complex MILP transportation model which involves
penalties for earliness and tardiness and when putting in the penalties I
have
increased the computation times exponentially (depending on the penalty
value).

In short I am detecting the earliness or tardiness with a binary indicator
variable
and including this indicator variable multiplied by the penalty in the
objective function.

I think I can understand what is happening with the B&B algorithm, but I
would
appreciate your advise and experience regarding alternative ways to model
these
aspects taking into accound SYMPHONY internals.

Thanks in advance,

-- 
Carlos Martinez Belinchon
carlos.martinez at ieee.org
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