Questions tagged [presolve-preprocessing]
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11 questions
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Performance Problem | Number of variables - Linear Programming
Problem Context: I'm working on a large-scale Linear Programming (LP) problem containing over 6 million variables (There are a total of 7 different models). My goal is to improve the model's ...
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SCIP do not branch
I am trying to solve Nurse scheduling problem using SCIP. The SCIP solve it in pre-solving stage itself and gives optimal solution. I don't want that to happen., because I want to use the branching ...
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Good references for reduced cost fixing?
Reduced cost fixing is a technique used by mixed integer programming (MIP) solvers to safely fix variables to certain values. While this technique is well-known among the MIP community, I don't know ...
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Standard Form for LP and MPS
Is there any way I could have Gurobi/CPLEX or any other package write/export MPS and LP files in the standard LP construct loaded with slack variables and transformations required for unsigned vars?
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Do LP solvers convert LPs to standard form?
To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every ...
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Objective Integrality Cuts
Consider a mixed integer linear program with an objective function that includes only integer variables. Objective integrality cuts are known as a class of valid inequalities that can be added to ...
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Obtaining the system of irredundant inequalities from a set of inequalities using CPLEX
Given a linear system of inequalities $Ax \geq b$, I would ideally like to compute the irredundant set for those set of inequalities. I know how to do so mathematically, but I was wondering if there ...
- 1,638
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How to detect unbounded problems
How can I algorithmically detect whether an (MI)NLP problem is unbounded or not?
Finding a source for this has proven tricky, because people in the literature seem to talk a lot about what to do if ...
- 12.4k
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Benefits of removing slack variables during presolve
I was reading Tobias Achterberg's thesis, and on page 138 he mentions the following presolving technique for linear equations (I'm slightly paraphrasing Example 10.2):
Consider the equation $4x_1+...
- 12.4k
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Cplex is stuck after root node relaxation solution
I am solving an MIP through Benders decomposition (coded both generic and legacy callback versions), by employing Java with Cplex 12.9. For some of the instances, Cplex is stuck for two hours (time ...
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Variable fixing based on a good feasible solution
Suppose you have a combinatorial optimization problem that is formulated as a mixed integer linear program (minimization). The problem size is denoted $n$ and the expected $n$ is around $100$. The ...
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