Modelling packages

There are two general ways to formulate a mixed-integer program.

One natural interface are matrices and vectors. Recall that you can describe a MILP by a cost vector $$c$$, a matrix $$A$$ and a right-hand side vector $$b$$ (plus some coniditions on the variables). The benefit of this way modelling is that every solver supports this interface without the need of additional modelling languages.

The second way is to formualte the model algebraically. Instead of coefficients, you can write down expressions. For example: $$x + 5*y \leq 10$$ instead of $$A = (1, 5)$$ and $$b = (10)$$.

In this section, both ways of modelling are described. The matrix oriented way is illustrated with the ROI package and the algebraic modelling approach is done with the ompr package.

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