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RE: [Help-glpk] Re: glpk mip

From: Robert Fourer
Subject: RE: [Help-glpk] Re: glpk mip
Date: Wed, 14 Jan 2004 17:13:36 -0600

> > After pre_solve it has 25000 variables.
> The presolver is used only on solving LP relaxation. It does not affect
> the integer optimization phase, so the mip solver deals with all 100000
> variables.

This is surprising.  The presolve routines I'm aware of are just as valid for
integer variables as for continuous variables.  Basically, they progressively
tighten bounds on variables, and when a variable's two bounds become equal, the
variable is fixed and dropped from the problem.

Bob Fourer

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