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[Help-glpk] Preprocessing
From: |
glpk xypron |
Subject: |
[Help-glpk] Preprocessing |
Date: |
Tue, 12 Oct 2010 22:26:40 +0200 |
Hello Andrew,
@ARTICLE{Gondzio94presolveanalysis,
author = {Jacek Gondzio},
title = {Presolve Analysis of Linear Programs Prior to Applying an Interior
Point Method},
journal = {INFORMS Journal on Computing},
year = {1994},
volume = {9},
pages = {73--91}
}
http://www.maths.ed.ac.uk/~gondzio/software/presolve.ps
gives a nice overview of preprocessing for linear programming.
Most of the ideas have already been implemented in GLPK.
According to my understanding the following are not yet implemented in GLPK:
- identify linear dependent rows and columns, especially duplicates
- improving sparsity
Would you consider these preprocessing steps worthwhile to implement?
Best regards
Xypron
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