Originally posted by: JDalal

Hi,

I want to do the following:

I have a MIP and a set of fixed constraints. I have constructed the base model first.

I am solving the MIP in a for loop and want to add some new set of constraints (coming from some heuristic) in every iteration.

My problem is, I don't know how to remove the constraints and add a fresh set of constraints in each iteration. I don't want to build the entire model from scratch in each iteration. That is too much time consuming.

Any suggestion is appreciated.

Thanks
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Originally posted by: SystemAdmin

The exact methods to add and remove constraints would depend on the API being used and also the way in which the model gets created (row-wise/column-wise addition or matrix form). I would encourage you to go through Link: this doc link to know about the various methods that are available to modify existing models.
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#DecisionOptimization

Originally posted by: JDalal

Thanks. I'll go through these.
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#DecisionOptimization