Preprocessing in large scale linear programming problems

대형선형계획문제의 사전처리

Generally MPS, standardized by IBM, is the input type of large scale linear programming problems, and there may be unnecessary variables or constraints. These can be discarded by preprocessing. As the size of a problem is reduced by preprocessing, the running time is reduced. And more, the infeasibility of a problem may be detected before using solution methods. When the preprocessing implemented by this paper is used in NETLIB problems, it removes unnecessary variables and constraints by 21%, 15%, respectively. The use of preprocessing gives in the average 21% reduction in running time by applying the interior point method. Preprocessing can detect 10 out of 30 infeasible NETLIB problems.