Friday, July 4, 2008

Question about presolve

>Both AMPL and AIMMS have a built-in presolver that reduces
>the size of a model before it is passed on to the solver.
>Does GAMS have a presolver?


No. GAMS does not have a built-in presolver. It only has an option to remove fixed variables (model.holdfixed=1;). Solvers like GAMS/Cplex, GAMS/CONOPT have a built-in presolver inside the solver, but solvers like MINOS, SNOPT, SBB do not have this and they will need to work on the full size of the model. There are a number of advantages of having a presolver built into the modeling system: all solvers benefit even those without their own presolver, the modeling system can often provide better error messages and other feedback, and a smaller model to pass on to the solver may be cheaper (less I/O and other overhead).