Hello,
I am given a system of constraints of the form $$ Ax <= b $$ and I want to remove redundant constraints as efficiently as possible, to get a reduced system, that I plan to use for something other than solving.
What I was thinking was to do the following:
For each constraint A_j <= b_j in Ax <= b. Maximize(A_j) in A*x <= b* (where A*, b* are missing row j)
if found to be bounded and if C is maximal objective value and C <= b_j then row A_j must necessarily be redundant
So remove row A_j
I was going to use Optimize to run each individual Maximize step, but it seems presolve already has a technique of pulling out redundant inequalities. Is there a way to configure presolve to remove ALL redundant inequalities, and thus, use it to directly serve purpose instead of implementing what I sketched above^ (which will likely be slower than Gurobi's native techniques)?