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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  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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