Presolving in linear programming

  • Andersen E
  • Andersen K
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Most modern linear programming solvers analyze the LP problem before submitting it to optimization. Some examples are the solvers WHIZARD (Tomlin and Welch, 1983), OB1 (Lustig et al., 1994), OSL (Forrest and Tomlin, 1992), Sciconic (1990) and CPLEX (Bixby, 1994). The purpose of the presolve phase is to reduce the problem size and to discover whether the problem is unbounded or infeasible.

Author-supplied keywords

  • Interior-point methods
  • Linear programming
  • Presolving

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  • Erling D. Andersen

  • Knud D. Andersen

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