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5. USE MILP RELAXATION

# USE MILP RELAXATION

Octeract Engine can create numerous types of relaxations, MILP being one of them. You’ll know it’s being used from the preprocessor’s output:

[ 0.0s ] Generating relaxation.
[ 0.0s ] MILP relaxation was created - will be solved with CPLEX.
337 rows 288 columns (0 integer, 182 binary, 0 nonlinear)
[ 0.0s ] Finding initial bounds for the problem.
[ 0.0s ] Calculating upper bound.
[ 0.0s ] Initial upper bound was calculated.


The engine automatically decides what relaxation to use based on a very complex heuristic. Since no heuristic is infallible, this option gives you direct control over whether this can trigger or not.

Note that this merely disables MILP relaxations, which is not the same as forcing LP relaxations. The solver might still decide to e.g. use a nonlinear relaxation. In order to force LP relaxations no matter what, you will also need to set USE_NONLINEAR_RELAXATION = false.