`scipy.optimize._linprog_util:_presolve`

source: /scipy/optimize/_linprog_util.py :477

Signature

def _presolve ( lp , rr , rr_method , tol = 1e-09 )

Summary

Given inputs for a linear programming problem in preferred format, presolve the problem: identify trivial infeasibilities, redundancies, and unboundedness, tighten bounds where possible, and eliminate fixed variables.

Parameters

lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:

c: c
A_ub: A_ub
b_ub: b_ub
A_eq: A_eq
b_eq: b_eq
bounds: bounds
x0: x0

rr : bool

If True attempts to eliminate any redundant rows in A_eq. Set False if A_eq is known to be of full row rank, or if you are looking for a potential speedup (at the expense of reliability).

rr_method : string

Method used to identify and remove redundant rows from the equality constraint matrix after presolve.

tol : float

The tolerance which determines when a solution is "close enough" to zero in Phase 1 to be considered a basic feasible solution or close enough to positive to serve as an optimal solution.

Returns

lp : A `scipy.optimize._linprog_util._LPProblem` consisting of the following fields:

c: c
A_ub: A_ub
b_ub: b_ub
A_eq: A_eq
b_eq: b_eq
bounds: bounds
x0: x0

c0 : 1D array

Constant term in objective function due to fixed (and eliminated) variables.

x : 1D array

Solution vector (when the solution is trivial and can be determined in presolve)

: revstack: list of functions

the functions in the list reverse the operations of _presolve() the function signature is x_org = f(x_mod), where x_mod is the result of a presolve step and x_org the value at the start of the step (currently, the revstack contains only one function)

: complete: bool

Whether the solution is complete (solved or determined to be infeasible or unbounded in presolve)

status : int

An integer representing the exit status of the optimization

0 : Optimization terminated successfully
1 : Iteration limit reached
2 : Problem appears to be infeasible
3 : Problem appears to be unbounded
4 : Serious numerical difficulties encountered

message : str

A string descriptor of the exit status of the optimization.

Aliases

scipy.optimize._linprog._presolve