How does the intlinprog algorithm deals with unused variables in your x vector?

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Peter Vos 2017-8-30

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回答： Anh Tran 2017-9-7

I have an optimization problem with a lot of variables that I determined before hand. I built all my matrices according to this x-vector, but some of the variables are not being used because of aggregation of constraints, or because they are not necessary anymore.

How does the intlinprog function handle these (unnecessary) variables which are not used, and is it useful to rebuild the matrices to make the algorithm faster? Any explanation would be appreciated!

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Answer 1

Anh Tran 2017-9-7

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Hi Peter, Can you elaborate on what is your "x-vector" (is it the coefficient vector 'f', the vector of integer constraints 'intcon', etc.), and what are "matrices" built according to this vector? You may want to refer to the arguments on the documentation to clarify your question.