Originally posted by: jmshao

I noticed in cplex JAVA API there is IloLPMatrix to implement sparse matrix. But I didn't find any sample on how to do it in C++. I have a LP Model with a large amount of constraints, so I want to use sparse matrix instead of IloRange. I am not familiar with it. Does anyone has any idea?

Thanks!
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Originally posted by: SystemAdmin

There is no LPMatrix class in C++ Concert. But it is relatively easy to construct a sparse matrix as a vector of vectors of ints and doubles and the write a function that converts such a pair of vectors into an IloLinearNumExpr which can then be used to create an IloRange instance.
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