LP Preprocessing

Abstract

Large scale LP problems are generally not solved in the form they are submitted to an optimization system. There are a number of things that can be done to the original problem to increase the chances of solving it reliably and efficiently. Problems usually can be simplified and their numerical characteristics improved. The activities dealing with these issues are generally called preprocessing. The two main actions are presolve which attempts simplification and scaling which tries to improve the numerical characteristics of the problem. During presolve the problem undergoes equivalent transformations. In Chapter 1, when the LP problem was brought to a computationally more suitable form, we did something that also can be viewed as preprocessing. However, because of its nature it had to be discussed separately.