Restricting the type of presolve reductions will also allow presolve to conclude more about infeasible and/or unbounded problems. Under the default setting of CPX_PARAM_REDUCE
, presolve can only conclude that a problem is infeasible and/or unbounded. If CPX_PARAM_REDUCE
is set to CPX_PREREDUCE_PRIMALONLY
(1), presolve can conclude that a problem is primal infeasible with return status CPXERR_PRESLV_INF
. If CPX_PARAM_REDUCE
is set to CPX_PREREDUCE_DUALONLY
(2), presolve can conclude that a problem is primal unbounded (if it is primal feasible) with return status CPXERR_PRESLV_UNBD
.
Reminder |
The previous paragraph applies to CPXpresolve, not CPXlpopt.
|