Add option to only use multiple-bigm on bound constraints, normal bigm on everything else #2624
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Fixes # .
Summary/Motivation:
Though multiple-bigm is at least as tight as traditional bigm, it's not always computationally advantageous. In particular, there are cases where using multiple bigm only on the bound constraints (constraints of the form
l <= x <= u) and traditional bigm elsewhere in the model is the fastest to solve. This adds an option to thegdp.mbigmtransformation to do this.Changes proposed in this PR:
only_mbigm_bound_constraintsoption to mbigm transformation. (Note that this requiresreduce_bound_constraintsto be True as well (which it is by default))Legal Acknowledgement
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