[Osi] modify constraint system
Lou Hafer
lou at cs.sfu.ca
Tue Mar 25 14:20:52 EDT 2008
Arno,
Well, I can see you're ahead of the email I just sent :-)
In the original email, you described the task as `find an extreme value
for a variable, then fix the variable in the limiting constraints, and
reoptimise.' The critical question would be `Can you simply fix the variable,
or do you really need to fix it in a subset of constraints and leave it as a
variable in other constraints?'
If you can simply fix the variable, that's the way to go. Leave the
business of adjusting the constraints to the underlying solvers. They will all
handle fixed variables efficiently.
If you really need to fix the variable in a few constraints and leave it
as a variable in others, then delete/add column might be the best way within the
standard Osi interface API.
Clp is extended a fair bit beyond the Osi standard. The method
ClpModel::modifyCoefficient might be just what you're looking for.
Lou
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