Finding the domain(s) of variables in a Linear Program using the constraints? (Constraint programming/Linear programming)

Answered

Prasanna Srinivasan

February 18, 2020 21:05

• 
• 
• 

 

 

I have a very trivial constraint set from variables of continuous domains (the constraints of a linear program). However, this problem will have to be solved at scale (hence Gurobi). All constraints are equality constraints. I'll give a small example (but will have to code the solution to scale):

  x1=0.01
  x1+x2=0.02
  x1+x2+x3=0.02
  x1+x2+x3+x4+x5=0.05
  x1, x2, x3, x4, x5<=1

The solution will be something like this:

x1=0.01
x2=0.01
x3=0.0
x4=[0,0.03]
x5=[0,0.03]`

Now the first three variables could be obtained by row reduction ; the other variables may also be confined to smaller domains by pre-solve. If this is the case, is there a way to output these results before going on to solve the linear program?

Thank you in advance for any answers or suggestions 

 

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:17 Edited

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Matthias Miltenberger

  • Gurobi Staff

  February 19, 2020 07:06

  You cannot obtain a partial solution after presolving. Most likely, Gurobi does the presolving reductions and implications automatically in such a case. You should still consider a different modeling approach if you already know the values for a large part of the solution.

  Cheers,
  Matthias

  1
• 

  Prasanna Srinivasan

  February 20, 2020 00:24

  • 
  • 
  • 

   

  Hello Matthias,

  Thank you so much for the prompt response. I just wanted to clarify; that the pre solve solution's row reductions do not even give the exact values (x1, x2 and x3 in my example) which are removed from the optimization model; if I were to assign an object, m=model.presolve() on the Python API, I cannot query the eliminated variables (x1, x2, x3) in any way? 

  Regarding x4 and x5, I do understand their ranges can possibly not be queried. Thanks again! 

   

  0
• 

  Matthias Miltenberger

  • Gurobi Staff

  February 20, 2020 08:19

  Dear Prasanna,

  You cannot query partial solutions. You need to have at least one feasible solution to query the values of the variables in this solution. Bound reductions ar fixings can also not be queried.

  Cheers,
  Matthias

  0

Post is closed for comments.