The Fixed Var Reduction box on the Model Generator tab:

is used to control the degree to which fixed variables are substituted out of the ultimate math program passed to the solver engines.

For example, consider the model:

MAX= 20*X + 30*Y + 12*Z;

X = 2*Y;

X + Y + Z <= 110;

Y = 30;

If we run the Solver|Generate command, we see that LINGO is able to reduce this model down to the equivalent, but smaller model:

MAX= 12 * Z + 2100;

Z <= 20;

From the third constraint of the original model, it is obvious that Y is fixed at the value 30.  Plugging this value for Y into the first constraint, we can conclude that X has a value of 60.  Substituting these two fixed variables out of the original formulation yields the reduced formulation above.

In most cases, substituting out fixed variables yields a smaller, more manageable model.  In some cases, however, you may wish to avoid this substitution.  An instance in which you might want to avoid substitution would be when equations have more than one root.  When multiple roots are present, reduction may select a suboptimal root for a particular equation.  On the other hand, the global and multistart solvers are adept at handling equations containing multiple roots.  Thus, when using these solvers one may wish to forgo fixed variable reduction.

The available options are:

Selecting None disables all fixed variable reduction.  Selecting Always enables reduction.  When Always, but linear only with global and multi is selected, LINGO always enables reduction except when either the global or multistart solvers are selected, in which case it will only perform reduction on rows where the key variable appears linearly.  The Linear rows only option always limits reduction to rows in which the key variable is linear.

LINGO defaults to selecting Always, but linear only with global and multi for fixed variable reduction.