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Presolving Mixed-Integer Linear Programs - COR@L

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Contents<br />

1 Introduction 1<br />

2 Basic <strong>Presolving</strong> 2<br />

2.1 Simple Rearrangements and Substitutions . . . . . . . . . . . . . . . . . . . . . . . . . 2<br />

2.2 Granularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3<br />

2.3 Constraint and Variable Duplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4<br />

2.4 Constraint Domination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4<br />

2.5 BoundImprovement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5<br />

2.6 Dual/Reduced-CostImprovement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6<br />

3 Advanced<strong>Presolving</strong> 7<br />

3.1 Fixing Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br />

3.2 Improving Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br />

3.3 DerivingImplications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8<br />

3.4 Probing on Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10<br />

4 IdentifyingStructure 10<br />

5 Postsolve 11<br />

6 ConcludingRemarks 11<br />

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