We are exporting a optimization problem from matrices to LP format using Cplex.
import cplex model = cplex.Cplex() model.objective.set_sense(model.objective.sense.minimize) model.objective.set_quadratic(Q_martix) . . # similarly declare constraints . . model.write('my_file.lp')
After receiving the raw optimization problem (as matrices), does Cplex apply any transformations (or dumps the raw problem un-transformed)?
Is Cplex's LP transformation code open-source, or available to view?