Hi all, 

I'm working on a problem that requires me to first solve an LP to optimality, then impose a slack constraint of the form f(x) <= f(x*)*(1+slack), and repeatedly resolve the problem with different objectives. I thought that as the feasible region isn't changing after the imposition of the slack constraint, it might be possible to either remove some now redundant constraints or presolve the model before passing it to be solved repeatedly in parallel to reduce computation time. My only objective is to reduce overall computational time for this problem, are there any good ways to reduce the complexity of the problem before solving it repeatedly with CPLEX?

Thanks!