> 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. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
