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Compress pairs variables related by linear equality #75

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AustinJRoberts opened this issue Jan 18, 2023 · 1 comment
Open

Compress pairs variables related by linear equality #75

AustinJRoberts opened this issue Jan 18, 2023 · 1 comment
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enhancement New feature or request

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@AustinJRoberts
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Feature request:

If a constraint of the form a x_1 + b x_2 = c,
remove the variable x_2 be substituting x_2 = c/a - b/a x_2.
Translate solutions back to full variable set afterwards.

These kinds of constraints show up in a number of application in problems (especially linear problems), as it is often assumed the impact of the redundant variables on the speed of solution will be negligible.

@arcondello
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A note for the future when we do implement this, we'll need to be a bit careful to not introduce self-loops. Because right now we transform

xx <= 5

into

xy <= 5
x - y = 0

so naively following the compression rules would undo that transformation.

@arcondello arcondello added the enhancement New feature or request label Jun 28, 2023
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