Originally posted by: SystemAdmin

Hello everybody, hope all is well.

I am going to solve a linear program and then add a constraint, and solve it again. Is there any way to get optimal solution for the latest problem without solving the LP from scratch? I mean, I want to use my previous optimal solution to get new optimal solution which is for the model with one more constraint. Appreciate all your helps.

Bests,
Esmaeel
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Laci Ladanyi

Just call optimization again after you have added your constraint. CPLEX will automatically reuse the previous optimal basis as a starting point (unless you have explicitly disabled that feature).

--Laci
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Esmaeel

Thanks for your answer.
#CPLEXOptimizers
#DecisionOptimization