[Coin-discuss] Implementation Issues in a SDP Cutting Plane Scheme
Joseph Young
josyoun at nmt.edu
Thu Oct 2 00:29:26 EDT 2003
I'm currently working on library that solves SDPs by successively
solving LP relaxations. At every iteration, I solve an LP, remove
unnecessary constraints, and add new cuts based upon some subproblem. I'd
like to use COIN to solve the LP, but I'm unsure of the best way to add
and remove new constraints. The method will work if I use the addRows and
deleteRows routines in the OSI, but is there a more efficient way to add
and remove cuts? Also, does there exist a builtin routine that returns
which constraints are active at the solution?
Thanks for your help.
Sinc, Joseph Young
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