On Tue, 17 Jul 2007, Sebastian Pokutta wrote: > you can do the following: Say you want to check if constraint cx <= > delta is redundant. Then take the other constraints (say as matrix) > Ax <= b and maximize cx over this system. Let the objective function > value be gamma. Then cx <= gamma is valid for P. If now gamma <= > delta then the constraint cx <= delta is redundant as the system Ax > <= b already implies cx <= gamma <= delta. Hence you can remove this > constraint. > > Now you proceed iteratively.
The process can be speeded up a bit by noting that at a non-degenerate basic point, none of the binding constraints are redundant. At a degenerate basic point, one might determine redundancy or not of some tight nonbasic constraints by examining the "reduced costs" associated with them. -- Mike [EMAIL PROTECTED] "Horse guts never lie." -- Cherek Bear-Shoulders _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
