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Re: [Help-glpk] lp/mip preprocessor api

From: Andrew Makhorin
Subject: Re: [Help-glpk] lp/mip preprocessor api
Date: Sat, 02 Dec 2017 20:11:18 +0300

> >> the API should allow the user to add his own simplifications.
> >>
> >> This may require access to the npp internal structure.
> > 
> > It would be problematic. I only plan to include a set of preprocessing
> > operations sufficient in most cases (at least for LP). On the other
> > hand, if the user needs to perform his own preprocessing, why not to do
> > that independently on the glpk preprocessor?
> You have already implemented a lot of useful presolving and scaling
> routines.
> If I wanted to build on it and simply add another one I would not like
> to reimplement your work.

You may first preprocess your instance with glpk pp and then preprocess
the resulting instance with your own preprocessor.

> > 
> >>
> >> It would be great if the variable mapping could be applied forward and
> >> reverse in the MIP callback hook.
> > 
> > Could you provide an example of what you mean?
> In the MIP callback currently we can only access the scaled and
> presolved model.
> If we could apply the backwards transformation we would be able to
> understand the solution in our original variables.

This feature is already implemented (and even available in glpsol), i.e.
it will be possible to recover the solution to the original mip within
the callback.

> If we could apply the forward transformation we would be able to create
> a constraint in our own variables and than add the transformed
> constraint to the scaled and presolved model.

Currently the preprocessor is unable to do this. May be to implement
such a feature later.

Andrew Makhorin

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