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scipopt / papilo

Parallel Presolve for Integer and Linear Optimization
GNU Lesser General Public License v3.0
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Are the values of the solutions to the original problem and the reduced problem equal? #58

Closed linpeng0105 closed 3 months ago

linpeng0105 commented 3 months ago

A MIP problem A.mps, after PAPILO reduction generates a reduced problem B.mps.
I solved B.mps and obtained a solution B.sol, with an objective function value of Value(B).
After the postsolve process, B.sol was used to obtain A.sol, with an objective function value of Value(A).

My question: Is Value(A) equal to Value(B)?

alexhoen commented 3 months ago

yes the reduced problem has the same objective value as the original problem, since the objective function is updated after certain transaction to be consistent

linpeng0105 commented 3 months ago

Thank you very much!