coin-or / python-mip

Python-MIP: collection of Python tools for the modeling and solution of Mixed-Integer Linear programs
Eclipse Public License 2.0
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Feature requests: Support (linearizable) bilinear expressions #219

Open jhelgert opened 2 years ago

jhelgert commented 2 years ago

Currently, only linear expressions and thus MILPs are supported. However, there are some well known special cases of bilinear terms that can easily be linearized, i.e.

IMHO, it would be a nice feature to support bilinear expressions and to automatically linearize such products. For all cases where the bilinear terms can not be linearized, we could pass the resulting MIQ(CQ)P to Gurobi.