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<p style="margin:0in;font-family:calibri;font-size:11pt">Hi, </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">I need to build a
large scale LP model and solve it by CLP.</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">In the model, there
is a kind of constraint like: </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span>     </span></p>

<p style="margin:0in;font-family:calibri;font-size:11pt">Max: sum of
(constantValueP_i<span>  </span>* decVarX_i) from i=1
to<span>  </span>N</p>

<p style="margin:0in;font-family:calibri;font-size:11pt">s.t. </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>decVarT + sum of (decVarK_i ) from i=1 to
I = N<span>  </span><=<span>  </span>[sum of (constantValueP_i<span>  </span>* decVarX_i)<span> 
</span>from i=1 to<span>  </span>N ] * constantQ</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span><br></span></p><p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>[sum of (constantValueE_i<span>  </span>* decVarX_i)<span> 
</span>from i=1 to<span>  </span>N ] <= [sum of
(constantValueE_i )<span>  </span>from i=1 to<span>  </span>N ] * constantD</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span><br></span></p><p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>decVarK_1 >= sum of
(constantValue_1_i<span>  </span>* decVarX_i) from i=1
to<span>  </span>N - <br></p><p style="margin:0in;font-family:calibri;font-size:11pt">decVarT</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span><br></span></p><p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>decVarK_2 >= sum of
(constantValue_2_i<span>  </span>* decVarX_i) from i=1
to<span>  </span>N - decVarT</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span><br></span></p><p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>…</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"><span><br></span></p><p style="margin:0in;font-family:calibri;font-size:11pt"><span>      </span>decVarK_L >= sum of
(constantValue_j_i<span>  </span>* decVarX_i) from i=1
to<span>  </span>N - decVarT</p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">Decision variables: </p>

<p style="margin:0in 0in 0in 0.375in;font-family:calibri;font-size:11pt">decVarT
, 0 <= decVarX_i <= 1, decVarK_i >= 0</p>

<p style="margin:0in 0in 0in 0.375in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">The problem is that
the number of constraints of<span>   </span>decVarK_i
for i=1 to L and L can be very large, e.g. 100,0000. </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">It means that it
will have 100,000 constraints in the LP, which I want to avoid. </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">How to combine them
so that I can reduce the size of the LP model meanwhile keeping all constraints
satisfied ? </p>

<p style="margin:0in;font-family:calibri;font-size:11pt"> </p>

<p style="margin:0in;font-family:calibri;font-size:11pt">thanks</p>

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