Look into presolving

[lukevolpatti]

Can we perform a presolve step that will make solving easier? Perhaps by reducing the number of variables that need to be optimized over? Two references:

• https://link.springer.com/content/pdf/10.1007/BF01586000.pdf
• https://link.springer.com/content/pdf/10.1007/s10107-003-0487-2.pdf

[lukevolpatti]

Two simple strategies:

• Look for rows of the constraint matrix with a single nonzero (associated variable is a constant)
• Look for rows with two nonzeros (only need to solve for one of two associated variables, the other's value can be quickly inferred after solving)