Removing redundant linear constraints using Gaussian elimination
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I have a set of linear constraints in the form of $c_i x ge d_i$ and I need to identify if an additional constraint is redundant with respect of the previously mentioned set.
Here I found a similar question, however it is not clear to me how to use Gaussian elimination to identify the redundant constraint.
Do you have any hints on this?
linear-algebra linear-programming gaussian-elimination
$endgroup$
add a comment |
$begingroup$
I have a set of linear constraints in the form of $c_i x ge d_i$ and I need to identify if an additional constraint is redundant with respect of the previously mentioned set.
Here I found a similar question, however it is not clear to me how to use Gaussian elimination to identify the redundant constraint.
Do you have any hints on this?
linear-algebra linear-programming gaussian-elimination
$endgroup$
1
$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
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– Inquest
Nov 11 '12 at 20:19
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04
add a comment |
$begingroup$
I have a set of linear constraints in the form of $c_i x ge d_i$ and I need to identify if an additional constraint is redundant with respect of the previously mentioned set.
Here I found a similar question, however it is not clear to me how to use Gaussian elimination to identify the redundant constraint.
Do you have any hints on this?
linear-algebra linear-programming gaussian-elimination
$endgroup$
I have a set of linear constraints in the form of $c_i x ge d_i$ and I need to identify if an additional constraint is redundant with respect of the previously mentioned set.
Here I found a similar question, however it is not clear to me how to use Gaussian elimination to identify the redundant constraint.
Do you have any hints on this?
linear-algebra linear-programming gaussian-elimination
linear-algebra linear-programming gaussian-elimination
edited Aug 3 '17 at 13:01
Rodrigo de Azevedo
12.8k41855
12.8k41855
asked Nov 11 '12 at 20:11
JackJack
336
336
1
$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
$endgroup$
– Inquest
Nov 11 '12 at 20:19
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04
add a comment |
1
$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
$endgroup$
– Inquest
Nov 11 '12 at 20:19
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04
1
1
$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
$endgroup$
– Inquest
Nov 11 '12 at 20:19
$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
$endgroup$
– Inquest
Nov 11 '12 at 20:19
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
See my answer to this MO question.
$endgroup$
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
add a comment |
$begingroup$
You might be interested in reading about "pruning constraints" which is discussed in chapter 11 (entitled "Analytic center cutting plane-method") of Vandenberghe's 236c notes. See slide 11-12 ("pruning constraints").
$endgroup$
add a comment |
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2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
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active
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votes
$begingroup$
See my answer to this MO question.
$endgroup$
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
add a comment |
$begingroup$
See my answer to this MO question.
$endgroup$
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
add a comment |
$begingroup$
See my answer to this MO question.
$endgroup$
See my answer to this MO question.
edited Apr 13 '17 at 12:58
Community♦
1
1
answered Nov 11 '12 at 20:24
Tony HuynhTony Huynh
82057
82057
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
add a comment |
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
Hi, this is what I am currently doing. However I am writing a piece of software that "frequently" invokes the constraint detection and I found that solving a linear problem is slow and can get stuck in lots of iterations while finding the optimal solution (which happens a lot with higher dimensions).
$endgroup$
– Jack
Nov 11 '12 at 20:46
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
$begingroup$
I was hoping that being that the Simplex method is based on Gauss Elimination, maybe there was a simplified version of it to remove redundant constraints...
$endgroup$
– Jack
Nov 11 '12 at 20:47
add a comment |
$begingroup$
You might be interested in reading about "pruning constraints" which is discussed in chapter 11 (entitled "Analytic center cutting plane-method") of Vandenberghe's 236c notes. See slide 11-12 ("pruning constraints").
$endgroup$
add a comment |
$begingroup$
You might be interested in reading about "pruning constraints" which is discussed in chapter 11 (entitled "Analytic center cutting plane-method") of Vandenberghe's 236c notes. See slide 11-12 ("pruning constraints").
$endgroup$
add a comment |
$begingroup$
You might be interested in reading about "pruning constraints" which is discussed in chapter 11 (entitled "Analytic center cutting plane-method") of Vandenberghe's 236c notes. See slide 11-12 ("pruning constraints").
$endgroup$
You might be interested in reading about "pruning constraints" which is discussed in chapter 11 (entitled "Analytic center cutting plane-method") of Vandenberghe's 236c notes. See slide 11-12 ("pruning constraints").
answered Nov 13 '12 at 10:51
littleOlittleO
29.5k645109
29.5k645109
add a comment |
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$begingroup$
I'm not sure but you can find the rank of $C$ (of $Cxgeq d$) and then append the new constraint at the bottom of $C$ to form $C^*$ and find the rank of $C^*xgeq d^*$. Rank can be found by RREF which is esentially Gauss Elimination.
$endgroup$
– Inquest
Nov 11 '12 at 20:19
$begingroup$
Actually, I think the link is better, since I don't want to copy someone else's question without his/her permission.
$endgroup$
– amWhy
Nov 11 '12 at 21:01
$begingroup$
amWhy: Sure, thanks for your help
$endgroup$
– Jack
Nov 11 '12 at 21:04