Objective Reduction

Type

Selection

Range

The settings listed below

Default

On

This option indicates whether or not objective reduction should be used before passing a model to Knitro. Possible values are:

• Off

• On

By default, if a model contains an objective variable then AIMMS will try to remove that variable from the model. For example, assume we have a model containing objective variable ‘obj’ with a constraint

obj = 2*x1 + 3*x2

then with objective reduction AIMMS will remove ‘obj’ and the above constraint from the model, and pass ‘2*x1 + 3*x2’ as the objective function to Knitro. Without objective reduction, ‘obj’ will be passed as the objective function and the above constraint will be passed as a (regular) constraint to Knitro.

Note that objective reduction is not possible if the objective variable is part of more than one constraint (or variable definition).