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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 ...
Rolf van Lieshout's user avatar
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 ...
LarrySnyder610's user avatar
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 ...
Philipp Christophel's user avatar
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 ...
Philipp Christophel's user avatar
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 ...
Rolf van Lieshout's user avatar
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 ...
worldsmithhelper's user avatar
5 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: ...
A.Omidi's user avatar
  • 8,940
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 ...
Nikos Kazazakis's user avatar
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 ...
Vladimir VV's user avatar
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 ...
Oguz Toragay's user avatar
  • 8,667
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. ...
Nikos Kazazakis's user avatar
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 ...
user3680510's user avatar
  • 3,655

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