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all,</span><br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<span style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255); display: inline !important">I
am using Ipopt (via Matlab interface) for a worst-case robust optimization over a uncertainty set S (containing S number of 'scenarios'), i.e. the problem will contain S constraints</span><code style="color: rgb(32, 31, 30); font-size: 15px; background-color: rgb(255, 255, 255)"></code><span style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255); display: inline !important">.
For the purpose of speeding up computation time, I would like to reduce the number of constraints during the optimization. Is there a way to do this?</span><br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<span style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255); display: inline !important">Any
suggestions would be greatly appreciated.</span><br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<span style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255); display: inline !important">Thank
you and best regards,</span><br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<br style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255)">
<span style="color: rgb(32, 31, 30); font-family: "Segoe UI", "Segoe UI Web (West European)", "Segoe UI", -apple-system, BlinkMacSystemFont, Roboto, "Helvetica Neue", sans-serif; font-size: 15px; background-color: rgb(255, 255, 255); display: inline !important">Gregory</span><br>
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<div name="divtagdefaultwrapper" style="margin:0px"><span style="font-family:Calibri,Arial,Helvetica,sans-serif; background-color:rgb(255,255,255)"><font color="#000080"><b><span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px">Ana
María Barragán Montero</span><span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px">, </span></b></font></span>
<div style="font-family:Calibri,Arial,Helvetica,sans-serif"><span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)"><font color="#333399">Postdoctoral fellow</font></span><br style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">
<font color="#333399"><span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">Université catholique de Louvain</span><br style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">
<span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">Molecular Imaging, Radiotherapy and Oncology (MIRO)</span></font></div>
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<span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">B-1200 Bruxelles, Belgium</span><br style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">
<span style="font-family:'Segoe UI WPC','Segoe UI',Tahoma,'Microsoft Sans Serif',Verdana,sans-serif; font-size:13px; background-color:rgb(255,255,255)">ana.barragan@uclouvain.be</span></font></div>
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