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  • Tjerk Vreeken's avatar
    Fix big-M in goal programming example · a1101002
    Tjerk Vreeken authored
    Not sure why a very large value was chosen, as it is well established
    that big-M values should typically be as small as possible. Very high
    values can result in bad relaxations and make branching very hard.
    
    In this case, a more reasonable M of 2 is both faster (~2x), and also
    results in a better solution. The first two priorities remain the same,
    but the third priority goes from 12.23 to 10.85.
    a1101002