Experience with a Primal Presolve Algorithm

Robert Fourer and David M. Gay
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Robert Fourer: Northwestern University, Dept. of Industrial Engineering and Management Sciences
David M. Gay: AT&T Bell Laboratories

A chapter in Large Scale Optimization, 1994, pp 135-154 from Springer

Abstract: Abstract Sometimes an optimization problem can be simplified to a form that is faster to solve. Indeed, sometimes it is convenient to state a problem in a way that admits some obvious simplifications, such as eliminating fixed variables and removing constraints that become redundant after simple bounds on the variables have been updated appropriately. Because of this convenience, the AMPL modeling system includes a “presolver” that attempts to simplify a problem before passing it to a solver. The current AMPL presolver carries out all the primal simplifications described by Brearely et al. in 1975. This paper describes AMPL’s presolver, discusses reconstruction of dual values for eliminated constraints, and presents some computational results.

Keywords: Presolve; linear constraints (search for similar items in EconPapers)
Date: 1994
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DOI: 10.1007/978-1-4613-3632-7_8

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