Hi everyone.

Does anyone know how solvers handle unrestricted variables in LP or in MILP? Should they always be replaced with the sum of their positive and negative parts before sending the problem to the solver or if the solver is able to deal with them?

From what I read for the web, unrestricted variables are always replaced by the sum of their positive and negative parts. I'd like to know how a solver would react if I don't replace them.

I'm about to add unrestricted variables in a MILP problem, and I'd like to be sure that I'll do the job only once.

Thanks in advance.

asked 21 Oct '13, 15:05

Francois's gravatar image

Francois
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edited 21 Oct '13, 15:08


This is handled by the solver automatically, so you just have to specify it's a free variable and you're set to go.

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answered 21 Oct '13, 15:08

Bo%20Jensen's gravatar image

Bo Jensen ♦
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accept rate: 14%

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To be more specific (and correct a misunderstanding by the original poster), solvers do not necessarily have to replace a free variable by the difference of two nonnegative variables- in both simplex methods and interior point methods for LP it's possible to avoid this with a suitable extension to the basic algorithm.

(21 Oct '13, 19:26) Brian Borchers
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Asked: 21 Oct '13, 15:05

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Last updated: 21 Oct '13, 19:26

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