Originally posted by: SystemAdmin
Exactly. Consider, for example, a problem instance that includes two general integer variables x and y. It also features an equation
y - 3x = 0
Then, CPLEX can aggregate y := 3x, which means to substitute y for 3x everywhere in the model. If it then finds a feasible (or even optimal) solution to the reduced problem, x will be integral and thus it can just calculate y = 3x, which will also lead to an integral value.
Of course, it will happen all the time that CPLEX encounters LP relaxation solutions in which x is fractional. Consequently, y will also be fractional in those LP relaxation solutions.
Tobias
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