A Comparative Study of Redundant Constraints Identification Methods in Linear Programming Problems

Paulraj S. and Sumathi P.

Mathematical Problems in Engineering, 2010, vol. 2010, 1-16

Abstract:

The objective function and the constraints can be formulated as linear functions of independent variables in most of the real-world optimization problems. Linear Programming (LP) is the process of optimizing a linear function subject to a finite number of linear equality and inequality constraints. Solving linear programming problems efficiently has always been a fascinating pursuit for computer scientists and mathematicians. The computational complexity of any linear programming problem depends on the number of constraints and variables of the LP problem. Quite often large-scale LP problems may contain many constraints which are redundant or cause infeasibility on account of inefficient formulation or some errors in data input. The presence of redundant constraints does not alter the optimal solutions(s). Nevertheless, they may consume extra computational effort. Many researchers have proposed different approaches for identifying the redundant constraints in linear programming problems. This paper compares five of such methods and discusses the efficiency of each method by solving various size LP problems and netlib problems. The algorithms of each method are coded by using a computer programming language C. The computational results are presented and analyzed in this paper.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:723402

DOI: 10.1155/2010/723402

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