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Experience with a Primal Presolve Algorithm

In: Large Scale Optimization

Author

Listed:
  • Robert Fourer

    (Northwestern University, Dept. of Industrial Engineering and Management Sciences)

  • David M. Gay

    (AT&T Bell Laboratories)

Abstract

Sometimes an optimization problem can be simplified to a form that is faster to solve. Indeed, sometimes it is convenient to state a problem in a way that admits some obvious simplifications, such as eliminating fixed variables and removing constraints that become redundant after simple bounds on the variables have been updated appropriately. Because of this convenience, the AMPL modeling system includes a “presolver” that attempts to simplify a problem before passing it to a solver. The current AMPL presolver carries out all the primal simplifications described by Brearely et al. in 1975. This paper describes AMPL’s presolver, discusses reconstruction of dual values for eliminated constraints, and presents some computational results.

Suggested Citation

  • Robert Fourer & David M. Gay, 1994. "Experience with a Primal Presolve Algorithm," Springer Books, in: W. W. Hager & D. W. Hearn & P. M. Pardalos (ed.), Large Scale Optimization, pages 135-154, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-3632-7_8
    DOI: 10.1007/978-1-4613-3632-7_8
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