detecting hidden equality constraints in optimizationI have a system of linear inequalities A x ≤ b. It is possible that some inequality constraints actually create a linear equality constraint. for e.g. a x ≤ b and a x ≥ b implies a x = b. A more involved linear combination of inequalities can also lead to equality constraints. I want to detect the final equality constraint given that A x ≤ b. Can it be done?

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detecting hidden equality constraints in optimizationI have a system of linear inequalities   A  x  ≤  b. It is possible that some inequality constraints actually create a linear equality constraint. for e.g.   a  x  ≤  b and   a  x  ≥  b implies   a  x  =  b. A more involved linear combination of inequalities can also lead to equality constraints. I want to detect the final equality constraint given that   A  x  ≤  b. Can it be done?

nifeonibonitozg · Accepted Answer

Exactly checking for       a    T    x  ≤  b and   −      a    T    x  ≤  −  b can be done efficiently with hashing. But what about   α      a    T    x  ≤  α  b. You could normalize (scale) first but then you would need to apply some tolerance. I don&#039;t think standard LP preprocessors will check for this (other reductions are more important).

detecting hidden equality constraints in optimization I have a system of linear inequalities A

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