The OPTLP Procedure


Presolve in PROC OPTLP uses a variety of techniques to reduce the problem size, improve numerical stability, and detect infeasibility or unboundedness (Andersen and Andersen, 1995; Gondzio, 1997). During presolve, redundant constraints and variables are identified and removed. Presolve can further reduce the problem size by substituting variables. Variable substitution is a very effective technique, but it might occasionally increase the number of nonzero entries in the constraint matrix.

In most cases, using presolve is very helpful in reducing solution times. You can enable presolve at different levels or disable it by specifying the PRESOLVER= option.