A combined variable aggregation presolving technique for mixed integer programming

Presolving is a critical component in modern mixed integer programming (MIP) solvers. In this paper, we propose a new and effective presolving method named inequation-based variable aggregation and develop a combined variable aggregation (VA) technique with the advantage of significantly reducing the scales of MIP problems. This technique is particularly effective for problems involving semi -continuous variables, such as unit commitment problems. Extensive numerical experiments demonstrate that the combined VA technique can substantially accelerate the solution process of MIP problems. (c) 2024 Elsevier B.V. All rights reserved.