Simplify Relationships
When practical, use linear rather than nonlinear relationships. Some nonlinear expressions can be reformulated in a linear manner. A simple example is a constraint on the ratio of two variables. Using the example from earlier in the section, consider the following constraint:
X / Y < 10;
This constraint is nonlinear because we are dividing by Y. To linearize the constraint, you can multiply both sides by Y. The equivalent, linear constraint becomes:
X < 10 * Y;
Avoid non-smooth relationships when possible. Models with non-smooth constraints are generally much more difficult to solve. When possible, approximate the non-smooth relationship with smooth expressions and, perhaps, integer variables.