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[Help-glpk] Identical variables

From: Oscar Gustafsson
Subject: [Help-glpk] Identical variables
Date: Wed, 17 Dec 2008 15:09:52 +0100 (MET)

Dear all,

I just formulated an FIR filter design problem where I want to utilize symmetry of filter taps (for linear-phase FIR filters the filter taps are summetrix or anti-symmetric and this is a pre-requisite for the problem to be formulated as LP). This is usually not a problem since it is pretty straightforward to formulate it using just one set of variables.

However, the current filter structure is ratehr non-trivial leading to that I use both instances of the symmetric variables and then put a symmetry constraint (basically s.t. c{in in C}: h[i] = h[N-i];)

However, it doesn't seem like the pre-processing removes the additional variables, which I sort of expected/hoped for. My question is really if the solver does something smart when such equality constaints are present or if it would be worthwhile to merge the variables, either using a better model or by pre-processing. I assume that there in general can be round-off issues when performing this type of variable merging, but maybe that is tractable.

I could probably give it a go and write the required pre-processing function given that there are no objections or something I have missed.



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