Slack Elimination (eliminateSlack)

Presolve Reductions 1 implementation

GMI from tableau uses slack variables; convert to original:

Mathematical Formulation

Substitute s_i = b_i - a_i'x using original constraint Produces cut in terms of structural variables only.

Complexity

O(nnz * log(maxdenom)) for rational approximation

Implementations

Cgl

CglGMI.hpp - Gomory Mixed-Integer cuts with numerical safety testing
- View source on GitHub

References

Gomory (1960) - An algorithm for mixed-integer problems
Cornuéjols (2008) - Valid inequalities for MIP
Cook, Kannan, Schrijver (1990) - Chvátal closures
Continued fraction algorithm for rational approximation