A mixed-integer linear program is a problem with
, In mathematical terms, given vectors f, lb, and ub, matrices A and Aeq, corresponding vectors b and beq, and a set of indices intcon, find a vector x to solve.
, - linear objective function, fTx, where f is a column vector of constants, and x is the column vector of unknowns
, - bounds and linear constraints, but no nonlinear constraints (for definitions, see Write Constraints)
, - restrictions on some components of x to have integer values