Constraint Reduction for Linear Programs with Many Inequality Constraints

∗The work of the first and third authors was supported in part by the National Science Foundation under Grants DMI-9813057 and DMI-0422931, and by the US Department of Energy under Grant DEFG0204ER25655. Any opinions, findings, and conclusions or recommendations expressed in this paper are those of the authors and do not necessarily reflect the views of the National Science Foundation or those of the US Department of Energy. The work of the second author was supported in part by Peterhouse, University of Cambridge, through a Microsoft Research Fellowship. Part of this work was done while this author was a Research Fellow with the Belgian National Fund for Scientific Research (Aspirant du F.N.R.S.) at the University of Liège, and while he was a Postdoctoral Associate with the School of Computational Science of Florida State University.