Function GMP::Instance::CreatePresolved(GMP, name)

GMP::Instance::CreatePresolved

The function GMP::Instance::CreatePresolved generates a mathematical program that is the presolved representation of the specified generated mathematical program. The generated mathematical program can be a linear or nonlinear model, and should be generated using the function GMP::Instance::Generate.

GMP::Instance::CreatePresolved(
     GMP,            ! (input) a generated mathematical program
     name            ! (input) a string expression
)

Arguments

GMP
An element in the set AllGeneratedMathematicalPrograms.
name
A string that holds the name for the presolved mathematical program.

Return Value

A new element in the set AllGeneratedMathematicalPrograms, with the name as specified by the name argument, if the presolver did not find an infeasibility. Else, the empty element.

Note

  • By using the functions GMP::Column::GetStatus and GMP::Row::GetStatus it is possible to check whether a column or row was deleted when the presolved mathematical program was created.
  • By using the functions GMP::Column::GetLowerBound and GMP::Column::GetUpperBound it is possible to retrieve the lower and upper bound of a column in the presolved mathematical program.
  • If the original GMP is deleted then the presolved GMP created by GMP::Instance::CreatePresolved will also be deleted.
  • If the option MINLP Probing is switched on, then this function will change the mathematical programming type from MINLP (NLP) into MIP (LP) if the presolved model contains no nonlinear constraints.

Example

Assume that ‘MP’ is a mathematical program and ‘gmpMP’ and ‘gmpPre’ are element parameters with range AllGeneratedMathematicalPrograms. To solve the presolved model using GMP functions we can use:

gmpMP := GMP::Instance::Generate( MP );
gmpPre := GMP::Instance::CreatePresolved( gmpMP, "PresolvedModel" );

GMP::Instance::Solve( gmpPre ) ;

In case the GMP variant of the AOA module is used we can use:

gmpMP := GMP::Instance::Generate( MP );
gmpPre := GMP::Instance::CreatePresolved( gmpMP, "PresolvedModel" );

GMPOuterApprox::DoOuterApproximation( gmpPre );

Here ‘GMPOuterApprox’ is the prefix used by the GMP Outer Approximation Module.