[bjornsing]

> with results very close to the theoretical linear optimum

In this case I could prove it was the globally optimal solution.

But this was only possible of course due to the internal structure of the problem: it was in effect a simpler problem hiding within a linear integer program. Standard solvers couldn’t find this structure, but it was possible to do by hand.

[hustwindmaple1]

Reformulation is a good strategy for many hard problems.

It might also be possible to add problem-specific cuts/heurstics to the solver so that it can solve it fast.