Originally posted by: ops1234

Hi,

when I'm declaring a new variable with CPXXnewcols(...), I can also give the objective function coefficient of that new variable. But how can I declare that this variable should enter quadratically in my obj. function, e.g. x^2 (there are no mixed terms like x1*x2, only x1^2 or x2^2).

Thanks in advance.

Best,

ops

Hi,

have you had a look at the example

Originally posted by: ops1234

The thing is, my problem is not created once in the beginning, but over time new variables are added with CPXXnewcols(...) and new constraints by CPXXaddrows(...). So I don't really have the whole problem neatly written down like in the example. For example after some time my algorithm will add a new variable x, which should go into the objective as 3x^2. Is there not an easy way to do that?

Or how would this case look like when we follow the example? Is that even possible?

Best regards,

ops

You can use function CPXchgqpcoef() to change an arbitrary coefficient in the coefficient matrix. That should do the trick for you.