automatic problem reduction

[mohamed]

does solvers.lp detect repeated constraints and automatically reduce
the problem size?

e.g:
x1 + x2 <= 15
3x1 + 4x2 + 5x3 <= 40
2x1 + 2x2 <= 20

gets reduced to:
3x1 + 3x2 <= 35
3x1 + 4x2 + 5x3 <= 40

or :
3x1 + 3x2 <= 35
x2 + 5x3 <= 5

[mohamed]

ok, what I want to know is, is it better to have a script that inspect
the input problem and do the reduction before calling solvers.lp or
does it not make any difference in performance?

[Joachim Dahl]

Hi Mohamed.

All the solver routines in cvxopt require that the constraints are linearly

independant,  so you definitely need to do perform such an elimination

manually.

best regards

joachim

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