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For questions about solving Operations Research problems using the C++ programming language.

3
votes
1answer
I am solving an LP by using GUROBI - C++ combo. Assume I have a variable $p \in \mathbb{R}^n$. I am adding this as a vector: GRBEnv* env; GRBModel* model; vector<GRBVar> p; Now I have $a\in\mathbb …
asked Feb 12 '20 by independentvariable
6
votes
1answer
(For Linear Programming) I am aware of CPLEX's reoptimize methods. If I am not wrong, if you solve a problem and after that you add a new constraint, then you can call the reoptimize method for not to …
asked Jan 11 '20 by independentvariable
3
votes
2answers
I am working on a problem of form \begin{equation} \begin{array}{l @{\quad} l} \mathrm{max}_{x, u} & p^{\top} u \\ \text{st.} & A u + a x \leq 0 \\ & x \in \{0, 1\}^n \\ …
asked Nov 16 '20 by independentvariable