IIASA RepositoryA Modular Presolve Procedure for Large Scale Linear ProgrammingA.SwietanowskiauthorIn this paper we present a survey of methods used for analysis and simplification of a general single-objective linear program prior to solving it with a simplex type optimizer. We consider the methods known since the early work of Brearley et al. as well as less known or appreciated numerical elimination methods. We then proceed to analyze in detail the usefulness of some of the presolve methods. We attempt to explain what impact each of these methods may have on the activity of a simplex type optimizer. These theoretical speculations are validated by experiments involving the discussed methods and an advanced implementation of the simplex algorithm: a set of very large linear problems analysed with different subsets of available presolve techniques are solved using the simplex optimizer. The paper is accompanied by a modular linear optimization package consisting of a stand alone presolver and postsolver as well as a new release of our advanced simplex optimizer with embedded presolve capabilities.1995-11WP-95-113Monograph

For work being deposited by its own author: In self-archiving this collection of files and associated bibliographic metadata, I grant IIASA Repository the right to store them and to make them permanently available publicly for free on-line. I declare that this material is my own intellectual property and I understand that IIASA Repository does not assume any responsibility if there is any breach of copyright in distributing these files or metadata. (All authors are urged to prominently assert their copyright on the title page of their work.)

For work being deposited by someone other than its author: I hereby declare that the collection of files and associated bibliographic metadata that I am archiving at IIASA Repository) is in the public domain. If this is not the case, I accept full responsibility for any breach of copyright that distributing these files or metadata may entail.

Clicking on the deposit button indicates your agreement to these terms.