[Coin-lpsolver] Allocating Space in OsiClp

[Anureet Saxena]

hi,
   
  I am trying to construct a linear program with thousands of constraints. The 
algorithm starts with one with  a few hundred constraints and then augments 
additional constraints dynamicaly. I am using OsiClpSolverInterface to model my LP 
object.
   
  As of now adding each row takes a lot of time. Apparantly the OsiClp object 
increments the size of the coefficient matrix only by a small amount in each 
iteration. I was wondering if there is a way to instruct OsiClp to allocate 
additional space apriori so that adding rows can be done efficiently.
   
  I am aware that CoinPackedMatrix supports such an operation, but I cannot 
access a non-const form the coefficient matrix (can I?) and hence that utility is 
of limited use. I must also add that I receive the OsiClp object as an argument 
to a function and I have no control over how it is created.
   
  Any help is this regard is greatly appreciated.
   
    regards,
  Anureet Saxena
   



Anureet Saxena
 anureet at cmu.edu
 anureet at yahoo.com
 
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