[Coin-discuss] adding constraints incrementally to OsiSolverInterface

[Erling D. Andersen]

Hi

One way to get adding constraints to run well is when the user starts adding the constraints
then you store  A row wise. Later for when you want to optimize then you flip it back to columnwise storage.
It also possible to introduce some kind caching mechanism.

In MOSEK (see www.mosek.com) we have used those ideas with success.

Erling




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