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LP with only equality constraints




  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Gurobi can deal with any kind of rank deficiency. Any sophisticated Simplex/Barrier solvers (not only Gurobi) are usually the best choice for the model you posted. There are exceptions for very specific problems where one can exploit some specific property.

    How do I optimize it efficiently?

    What does make you thing that your LP is solved inefficiently? Is the solution process too slow?

  • Zohar Levi

    I naively thought that it's just a matter of solving a linear system of equalities, which usually takes under a second rather than a minute (using packages such mldivide, pardiso, umfpack).

    However, if the matrix is singular (under constrained), then getting rid of the null space may not be trivial. It's a question that I've considered before.

    In this case, I forgot about my ub and lb, which makes it an LP in a standard form...


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