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In my optimization challenge I was adding decision variables with default attributes. As it was taking too much time I switched the variables to integer type, with the hope that the elapsed time will decrease. I discovered that it takes much longer than the previous one. I wonder why this is so? Is it because the problem turns to integer programming?

nsrdn
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  • Yes. Simplified it just means you transform your problem into one which is more powerful but harder to solve (e.g. LP vs. MIP; P vs. NP in theory; practical algorithms might differ somewhat). – sascha Dec 20 '17 at 16:44
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    Rule of thumb: LP < BP < IP (ordered by difficulty to solve). Also, if you just change variable types from continuous (default) to binary or integer you should rethink your model as this also changes the meaning of.the variables. – mattmilten Dec 21 '17 at 08:40

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