Reduce variables in linear equality constraints

Answered

Haoyu Geng

August 08, 2023 11:14

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Hi,

I would ask whether there is a Gurobi API that finds and reduce the variables in linear equality constraints.  As for linear constraints, some variables could be represented by others, thus this approach could serve as a general approach to reduce the complexity of a problem. I read the presolve function API and it seems that presolve does not deal with this case. Are there some ways to do so?

Thanks for your help!

 

Related to

• Presolve

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  Matthias Miltenberger

  • Gurobi Staff

  August 08, 2023 11:25

  What you are describing is called "variable substitution" and Gurobi certainly uses that during the presolving routine. You can read more about the various presolving techniques here: OPUS 4 | Presolve Reductions in Mixed Integer Programming (kobv.de)

  I have also added that reference to our guide on presolving: How does presolve work? – Gurobi Help Center

  I hope that helps.

  Cheers,
  Matthias

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  Haoyu Geng

  August 09, 2023 12:12

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  Hi, 

  That resolved my question, and thanks for your prompt answer and detailed reference on presolve!

  Best regards,

  Haoyu

   

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