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3
votes
1answer
97 views

Standard Form for LP and MPS

Is there any way I could have Gurobi/CPLEX or any other package write/export MPS and LP files in the standard LP construct loaded with slack variables and transformations required for unsigned vars? ...
10
votes
2answers
701 views

Do LP solvers convert LPs to standard form?

To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every ...
9
votes
2answers
189 views

Objective Integrality Cuts

Consider a mixed integer linear program with an objective function that includes only integer variables. Objective integrality cuts are known as a class of valid inequalities that can be added to ...