Support Multiple Big-M reformulation.

README.md

@@ -172,6 +172,11 @@ The following reformulation methods are currently supported:
 
 3. [Indicator](https://jump.dev/JuMP.jl/stable/manual/constraints/#Indicator-constraints): This method reformulates each disjunct constraint into an indicator constraint with the Boolean reformulation counterpart of the Logical variable used to define the disjunct constraint.
 
+4. [MBM](https://doi.org/10.1016/j.compchemeng.2015.02.013): The multiple big-m method creates multiple M values for each disjunct constraint. The 'MBM' struct is created with the following required argument:
+
+    - `optimizer`: Optimizer to use when solving subproblems to determine M values. This is a required value.
+    - `default_M`: Default big-M value to use if no big-M is specified for a logical variable (1e9).
+
 ## Release Notes
 
 Prior to `v0.4.0`, the package did not leverage the JuMP extension capabilities and was not as robust. For these earlier releases, refer to [Perez, Joshi, and Grossmann, 2023](https://arxiv.org/abs/2304.10492v1) and the following [JuliaCon 2022 Talk](https://www.youtube.com/watch?v=AMIrgTTfUkI).

src/DisjunctiveProgramming.jl

@@ -6,7 +6,6 @@ Reexport.@reexport using JuMP
 
 # Use Meta for metaprogramming
 using Base.Meta
-
 # Create aliases
 import JuMP.MOI as _MOI
 import JuMP.MOIU.CleverDicts as _MOIUC
@@ -22,8 +21,10 @@ include("macros.jl")
 include("reformulate.jl")
 include("bigm.jl")
 include("hull.jl")
+include("mbm.jl")
 include("indicator.jl")
 include("print.jl")
+include("utilities.jl")
 
 # Define additional stuff that should not be exported
 const _EXCLUDE_SYMBOLS = [Symbol(@__MODULE__), :eval, :include]

src/datatypes.jl

@@ -367,6 +367,40 @@ struct BigM{T} <: AbstractReformulationMethod
     end
 end
 
+"""
+    MBM{O, T, L <: LogicalVariableRef} <: AbstractReformulationMethod
+
+A type for using the multiple big-M reformulation approach for disjunctive constraints.
+
+**Fields**
+- `optimizer::O`: Optimizer to use when solving mini-models (required).
+- `default_M::T`: Default big-M value to use if no big-M is specified for a logical variable (1e9).
+"""
+mutable struct MBM{O, T} <: AbstractReformulationMethod
+    optimizer::O
+    default_M::T
+
+    # Constructor with optimizer (required) and optional default_M
+    function MBM(optimizer::O, default_M::T = 1e9) where {O, T}
+        new{O, T}(optimizer, default_M)
+    end
+end
+
+mutable struct _MBM{O, T, M <: JuMP.AbstractModel} <: AbstractReformulationMethod
+    optimizer::O
+    M::Dict{LogicalVariableRef{M}, T}                        
+    default_M::T                            
+    conlvref::Vector{LogicalVariableRef{M}}                  
+
+    function _MBM(method::MBM{O, T}, model::M) where {O, T, M <: JuMP.AbstractModel}
+        new{O, T, M}(method.optimizer,
+            Dict{LogicalVariableRef{M}, T}(), 
+            method.default_M,
+            Vector{LogicalVariableRef{M}}()                               
+        )
+    end
+end
+
 """
     Hull{T} <: AbstractReformulationMethod