[Help-glpk] Identical variables

[Oscar Gustafsson]

Dear all,

I just formulated an FIR filter design problem where I want to utilize 
symmetry of filter taps (for linear-phase FIR filters the filter taps are 
summetrix or anti-symmetric and this is a pre-requisite for the problem to 
be formulated as LP). This is usually not a problem since it is pretty 
straightforward to formulate it using just one set of variables.

However, the current filter structure is ratehr non-trivial leading to 
that I use both instances of the symmetric variables and then put a 
symmetry constraint (basically s.t. c{in in C}: h[i] = h[N-i];)

However, it doesn't seem like the pre-processing removes the additional 
variables, which I sort of expected/hoped for. My question is really if 
the solver does something smart when such equality constaints are present 
or if it would be worthwhile to merge the variables, either using a better 
model or by pre-processing. I assume that there in general can be 
round-off issues when performing this type of variable merging, but maybe 
that is tractable.

I could probably give it a go and write the required pre-processing 
function given that there are no objections or something I have missed.

Regards

Oscar