Solution Algorithms for Linear Disjunctive/Hybrid Programs
The solution algorithms work as follows:
The disjunctive hybrid formulation is first transformed into a MIP problem by applying the convex hull or the BigM relaxation of a disjunctive set. The user should select the transformation he prefers by choosing the algorithm in the GAMS input file. You must specify in the GAMS input file the following sentences:
For the convex hull relaxation:
OPTION MIP = LMCHULL;
For the BigM relaxation:
OPTION MIP = LMBIGM;
The transformation generates a MIP GAMS Input File by transforming the disjunctions by one of the relaxations mentioned above.
Then the MIP is solved by the default MIP solver specified in GAMS environment. The results obtained are then passed and listed to the user in the ".lst" file.