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NOREDUND - remove redundant linear constraints or inequalities

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NOREDUND - remove redundant linear constraints or inequalities

by Michael Kleder

 

22 Jun 2005 (Updated 17 Feb 2006)

Remove redundant inequalities from a set of inequalities ...

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NOREDUND - Remove redundant linear inequalities from a set of inequalities; i.e., remove redundant linear constraints defining a feasible region. Note that the feasible region satisfies A*x <= b, where A is a fixed matrix, b is a fixed vector, and x is the vector of coordinates in your space; i.e., all values of x (or equivalently, all ordered n-tuples of coordinate numbers) which satisfy the inequality A*x <= b are inside the feasible region (or on its boundary). Removing redundant constraints means removing rows of A and the corresponding entries in b which are not necessary, which then leaves a new inequality An*x <= bn. Since the number of columns in A and An is the same (equal to the number of rows in x, or equivalently to the dimensionality of your space), the dimensionality of the problem is unchanged. Rather, the redundant constraints are simply removed.

[An,bn] = noredund(A,b)

For n variables:
A = m x n matrix, where m >= n (m constraints)
b = m x 1 vector (m constraints)
An = mm x n matrix, where mm >= n (mm nonredundant constraints)
bn = mm x 1 vector (mm nonredundant constraints)

NOTES:
(1) Unbounded feasible regions are permitted.
(2) This program requires that the feasible region have some finite extent in all dimensions. For example, the feasible region cannot be a line segment in 2-D space, or a plane in 3-D space.
(3) At least two dimensions are required.
(4) See function CON2VERT which is limited to bounded feasible regions but also outputs vertices for the region.
(5) Written by Michael Kleder, June 2005. Minor update, Feb 2006.

MATLAB release MATLAB 7.1.0 (R14SP3)
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Comments and Ratings (4)
27 Jan 2006 John D'Errico

A minor point - nowhere in the help does it tell you the direction of the inequality constraints. They are apparently defined as A*x<=b, but I only found this from an internal comment.

16 Feb 2006 Michael Kleder

Thanks, John. I've uploaded some more descriptive comments.

14 Sep 2011 Thomas

Works exactly how it should + it's fast. Thanks a lot for this contribution!

14 Sep 2011 Thomas

Yields undefined results in case of infeasibility of the constraint set - am I right with that?

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Updates
17 Feb 2006

Improved commenting.

Tag Activity for this File
Tag Applied By Date/Time
optimization Michael Kleder 22 Oct 2008 07:51:01
remove Michael Kleder 22 Oct 2008 07:51:01
redundant Michael Kleder 22 Oct 2008 07:51:01
linear Michael Kleder 22 Oct 2008 07:51:01
constraints Michael Kleder 22 Oct 2008 07:51:01
inequalities Michael Kleder 22 Oct 2008 07:51:01
feasible Michael Kleder 22 Oct 2008 07:51:01
region Michael Kleder 22 Oct 2008 07:51:01

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