A Reduction Procedure for Linear and Integer Programming Models

Abstract

A procedure is described for simplifying linear and integer programming models. The procedure performs tests which may:

• i Detect infeasibility or unboundedness;

• ii Detect and remove weakly and strongly redundant constraints;

• iii Detect strongly binding constraints and remove them by a suitable adjustment of the objective function;

• iv Fix variables and remove them;

• v Replace constraints by simple bounds;

• vi Replace columns by bounds on shadow prices;

• vii Tighten (or relax) bounds on variables and shadow prices.