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Re: [Help-glpk] Identical variables

From: Andrew Makhorin
Subject: Re: [Help-glpk] Identical variables
Date: Fri, 19 Dec 2008 10:20:01 +0300

> 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.

Currently the glpk mip preprocessor performs only simple
transformations, in particular, it does not eliminate identical variables
defined by equality constraints like x = y.

I am implementing a new, more flexible version of the preprocessor common
for all three solvers (simplex, interior point, and branch-and-cut),
which will include processing such constraints. But I cannot say when
it will appear in glpk.

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