How do I efficiently add constraints using std::vector in C++? – Gurobi Help Center

When building constraints in C++ using the following data structures:

std::vector<double> a;
std::vector<GRBVar> x;

The most efficient method is to use addTerms() to construct a linear expression in a single function call. According to the Gurobi documentation,

You should avoid using expr = expr + x in a loop. It will lead to runtimes that are quadratic in the number of terms in the expression.
Using expr += x (or expr -= x) is much more efficient than expr = expr + x. Building a large expression by looping over += statements is reasonably efficient, but it isn't the most efficient approach.
The most efficient way to build a large expression is to make a single call to addTerms().

For example, create the expression:

GRBLinExpr expr = 0;
expr.addTerms(&a[0], &x[0], x.size());

Then add the linear expression as a constraint using:

GRBModel* model;
model->addConstr(expr <= 0)

Concerning adding multiple constraints in one call (documentation about addConstrs):

We recommend that you build your model one constraint at a time (using addConstr), since it introduces no significant overhead and we find that it produces simpler code.

Further information

Further information

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