Hello @C_Golen ,
You can definitely add binary variables to your MILP. For sure just one, 20 or 50 binary variables may be challenging!
Taken from :
SAS/OR® 15.1 User’s Guide Mathematical Programming -- The Mixed Integer Linear Programming Solver
(2018)
https://support.sas.com/documentation/onlinedoc/or/151/milpsolver.pdf
[Extract]
It is important to realize that mixed integer linear programs are nondeterministic polynomial-time hard (NP-hard). Roughly speaking, this means that the effort required to solve a mixed integer linear program grows exponentially with the size of the problem. For example, a problem with 10 binary variables can generate in the worst case 2**10 = 1,024 nodes in the branch-and-bound tree. A problem with 20 binary variables can generate in the worst case 2**20 = 1,048,576 nodes in the branch-and-bound tree. Although it is unlikely that the branch-and-bound algorithm has to generate every single possible node, the need to explore even a small fraction of the potential number of nodes for a large problem can be resource-intensive.
Look in this document for 'binary' or 'binary variable' and you will find some example code where binary variables are part of the problem formulation.
Good luck,
Koen
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