15
votes
Accepted
Variable fixing based on a good feasible solution
As far as I know, it is not possible to fix any variables solely based on a feasible solution without compromising the exactness of your solution method. However, variable fixing is possible when you ...
- 2,305
15
votes
Variable fixing based on a good feasible solution
A similar idea as suggested by @ RolfvanLieshout uses Lagrangian duals instead of LP duals, in a Lagrangian-based branch-and-bound scheme. For example, in the uncapacitated fixed-charge location ...
- 13.1k
12
votes
Accepted
Do LP solvers convert LPs to standard form?
No, state of the art LP solvers do not do that. They do bring the problem into a computational form that suits the algorithm used. Note that in the case of simplex algorithms, modern solvers use the ...
- 3,168
9
votes
Accepted
Good references for reduced cost fixing?
Unfortunately, I can't provide you with a perfect reference or a textbook including examples but I can point you to a trail of papers/surveys pointing out the origin of reduced cost fixing.
One survey ...
- 3,168
7
votes
Objective Integrality Cuts
I am not familiar with objective integrality cuts, but I know that CPLEX has the option to set the parameter absolute objective difference cutoff. If you set this parameter to 1, CPLEX will terminate ...
- 2,305
6
votes
Standard Form for LP and MPS
I am not aware of anything in the Coin-OR or AMPL ecosystem that does that as i am not familiar with those ecosystems. However one can convince the open source modeling language JuMP to do what you ...
- 3,975
4
votes
SCIP do not branch
In order to turn off the SCIP pre-solving, cuts, and heuristics you can set them by the following comments in the console run:
...
- 8,450
4
votes
Objective Integrality Cuts
AFAIK Lindo have implemented objective integrality cuts, but I don't know the details of the implementation. It's always a trade-off that depends on what type of problems a solver's users solve more ...
- 11.9k
4
votes
Obtaining the system of irredundant inequalities from a set of inequalities using CPLEX
I recommend you to try very powerful utility LRS, http://cgm.cs.mcgill.ca/~avis/C/lrs.html.
It is an open source application (a set of applications) to handle polyhedrals. B.t.w. one of LRS ...
- 89
3
votes
Do LP solvers convert LPs to standard form?
Based on their manual, as I understood, Gurobi does not reformat the equality constraint because the equality expression can immediately be added to the list of constraints. They use more clever ways ...
- 8,622
3
votes
Variable fixing based on a good feasible solution
You could try loading the problem through AMPL. AMPL is blazing fast so size won't be an issue, and it has its own presolve, which is very good. I've seen it reduce problems from 100Kx100K to 5Kx5K. ...
- 11.9k
2
votes
How to detect unbounded problems
Here some quick thoughts for linear programs.
Lets assume $v_1,\ldots,v_n$ are unbounded variables in your problem and we are maximizing.
Then look if there are only constraints (where $v_i$ is ...
- 3,635
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