A mixed-integer programming (MIP) problem is a linear program where some of the decision variables are constrained to take integer values.
In mixed-integer programming one seeks to find the best (optimal) solution to a linear programming problem. In constrast to ordinary linear programming, however, some of the variables are allowed to take discrete values. Mixed-integer programming has many applications in practice and is often used to model "yes"/"no"-decisions via binary variables. Even though discrete decision variables allow a user to define better and often more realistic models, their introduction to a linear programming problem comes with a high computational cost.
