How do I optimize it efficiently? Gurobi treats it as a standard LP (runs barrier/simplex).
Update: I'm not sure about my expectation anymore.
The problem is min c'x s.t. Ax=b.
The KKT system is under-constrained and of the form:
[0 A'] [ x ] = [-c]
[A 0 ] [lam] [ b]
Since it's rank deficient, I'm not sure how to solve it efficiently. I assume that gurobi's presolve would have done it if possible.
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