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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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