pre-solve algorithm

Answered

Zohar Levi

October 12, 2021 23:16

Can you perhaps refer me to a paper that explains the algorithm?

Usually, it seems to do a good job.

Sometimes, though, the number of int vars increases for reducing bin vars or continuous vars. In itself it's not an indication of anything. However, sometimes I have 20 independent variables and thousands of constraints, and it seems that the system can be reduced further. But I'm not sure. I also tried explicit aggressive settings.

I'm still considering this point: if there are 20 independent vars but thousands of constraints, can the system always be reduced to ~20 vars (in total, dependent/independent, and accordingly number of constraints)? Initial answer yes, but I recall thinking about an example that might contradict it (which I can't recall at the moment).

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:46 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

  October 13, 2021 09:49

  Hi!

  Here's a comprehensive paper on presolving that covers many of the techniques implemented in Gurobi and that is also written by Gurobi developers:

  Presolve Reductions in Mixed Integer Programming

  Cheers,
  Matthias

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