Working with LP Folding

In addition to presolve procedures, the Optimizer provides an algorithm called LP folding that can further simplify LP problems. The LP folding is applicable to LP problems that can be partitioned into equitable partitions, and it works by aggregating matrix columns of equitable partitions and then reducing the problem size.

Solutions for the folded problem are also valid for the original problem. While it is straightforward to transfer a solution from the folded problem to the original problem, it is non–trivial to do so for the basis. When an LP problem is solved to optimality and a basis is needed, the LP unfolding will use the crossover algorithm to provide one. When the folded LP problem is unbounded or infeasible, or when the solving process is stopped due to time or iteration limit, the basis will not be available. Please note that LP folding tends to provide solutions with a larger support (number of variables that are not at any of their bounds).

LP folding is applied automatically when appropriate. It can be enabled or disabled by setting the LPFOLDING control.