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Tagged with presolve-preprocessing solver
3 questions
4
votes
1
answer
277
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?
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11
votes
2
answers
920
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
3
answers
325
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 ...