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Solver time dependence on number of optimization variables and constraints

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  • Michel Soares
    Thought Leader

    Hi,

    I assume the pre-solve time would be longer in problem 2.

    As for the solve time, depending on the order the pre-solve 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 not-too-large models or by using the strongest pre-solve 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 pre-process these variables and constraints to take them out, which should lead to similar or better results.

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