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    <div class="moz-cite-prefix">Look at Clp/examples/dualCuts.cpp - you

      should be able to adapt it.<br>

      <br>

      John Forrest<br>

      <br>

      On 31/08/16 17:10, usa usa wrote:<br>

    </div>

    <blockquote

cite="mid:CANzaY59AmkWQWzMM3zObhy6H0OvZQPM-QMSo+e9Ot26KCB3qFA@mail.gmail.com"

      type="cite">

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        <p>Hi, </p>

        <p>а</p>

        <p>I need to build a

          large scale LP model and solve it by CLP.</p>

        <p>а</p>

        <p>In the model, there

          is a kind of constraint like: </p>

        <p><span>аааа </span></p>

        <p>Max: sum of

          (constantValueP_i<span>а </span>* decVarX_i) from i=1

          to<span>а </span>N</p>

        <p>s.t. </p>

        <p><span>ааааа </span>decVarT + sum of (decVarK_i ) from i=1 to

          I = N<span>а </span><=<span>а </span>[sum of

          (constantValueP_i<span>а </span>* decVarX_i)<span>а

          </span>from i=1 to<span>а </span>N ] * constantQ</p>

        <p><span><br>

          </span></p>

        <p><span>ааааа </span>[sum of (constantValueE_i<span>а </span>*

          decVarX_i)<span>а

          </span>from i=1 to<span>а </span>N ] <= [sum of

          (constantValueE_i )<span>а </span>from i=1 to<span>а </span>N

          ] * constantD</p>

        <p><span><br>

          </span></p>

        <p><span>ааааа </span>decVarK_1 >= sum of

          (constantValue_1_i<span>а </span>* decVarX_i) from i=1

          to<span>а </span>N - <br>

        </p>

        <p>decVarT</p>

        <p><span><br>

          </span></p>

        <p><span>ааааа </span>decVarK_2 >= sum of

          (constantValue_2_i<span>а </span>* decVarX_i) from i=1

          to<span>а </span>N - decVarT</p>

        <p><span><br>

          </span></p>

        <p><span>ааааа </span>Е</p>

        <p><span><br>

          </span></p>

        <p><span>ааааа </span>decVarK_L >= sum of

          (constantValue_j_i<span>а </span>* decVarX_i) from i=1

          to<span>а </span>N - decVarT</p>

        <p>а</p>

        <p>Decision variables: </p>

        <p>decVarT

          , 0 <= decVarX_i <= 1, decVarK_i >= 0</p>

        <p>а</p>

        <p>The problem is that

          the number of constraints of<span>аа </span>decVarK_i

          for i=1 to L and L can be very large, e.g. 100,0000. </p>

        <p>а</p>

        <p>It means that it

          will have 100,000 constraints in the LP, which I want to

          avoid. </p>

        <p>а</p>

        <p>How to combine them

          so that I can reduce the size of the LP model meanwhile

          keeping all constraints

          satisfied ? </p>

        <p>а</p>

        <p>thanks</p>

      </div>

      <br>

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      <br>

      <pre wrap="">_______________________________________________

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</pre>

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