RE: [Help-glpk] Re: glpk mip

[Robert Fourer]

> > 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
address@hidden