Technion-Israel Institute of Technology
Wolf's generalized program is one of a classical subjects in large-scale LP (Dantzig, 1963, chapter 22). This is an LP with varying co coefficients and also can be considered as an LP with group constraints. Many important applications in economics and technology are connected with this problem. It also can be seen as a generalization of LP with upper bounds on variables. In this paper we describe an extension of recently developed presolving technics (Ioslovich, SIAM on Optimization, 2001) to be applied for this type of problems. A description of an algorithm and a numerical example are presented. This is a joint work with Per-Olof Gutman.