Solver time dependence on number of optimization variables and constraints
AnsweredHi all,
MILP problem 1: N optimization variables, M constraints
MILP problem 2: N+K optimization variables, M+L constraints, and the additional L (L>K) constraints are only dependent on the additional K variables, but the K variables values are already known and are captured in the optimization problem using K equality constraints which are subset of L.
Can the Gurobi solver eliminate the redundant K variables and associated constraints in problem 2 and solve the problem in the same time as problem 1?

Hi,
I assume the presolve time would be longer in problem 2.
As for the solve time, depending on the order the presolve techniques are applied (meaning that it will not necessarily remove the K variables and L constraints first), you might get different models which will lead to different solve times. On nottoolarge models or by using the strongest presolve parameter, it is more likely that you get the same model and hence similar solve times.
Nonetheless, I suggest you give it a try. The most likely result is similar times for problem 1 and 2. If it is not the case, you can preprocess these variables and constraints to take them out, which should lead to similar or better results.
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