Originally posted by: SystemAdmin

[toronbing said:]

I need to solve a series of linear programs dynamically.

For example, there are ten POSSIBLE constrains: con1, ..., con10. Each linear program will only use a number of constraints.

For example, I need to solve

Linear Program 1, using con1, con3, and con9.
Linear Program 2, using con1, con5, and con10.
Linear Program 3, using con3, con5, and con10.

How can I add and delete rows dynamically?

To delete rows, I will just use cpxdelrows.

To add rows, cpxaddrows does NOT work, since it always add the new row at the end of the original rows. What I want is to insert the new row among the original constraints according to the order con1, con2, ... con10.

What function shall I use?


#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[prubin said:]

If you need to maintain the original sequencing of the constraints, your best bet might be to leave them all in every LP and just change the RHS to infinity or -infinity to "remove" a constraint and then change it back to the original value to "replace" the constraint.
#CPLEXOptimizers
#DecisionOptimization