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Chain of Linear Expressions: Dynamically updating subsequent linear expressions

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Jochen,

    From my understanding, you are able to compute the coefficient of all your linear expressions after each iteration. Is this correct? If yes, then you could use the chgCoeff() method to only change the coefficients without the need to reconstruct whole linear expressions. I think it might still be necessary to benchmark the two approaches against each other. Depending on the size of the linear expressions you would need to reconstruct it might not make much difference to using the chgCoeff() method.

    Best regards, 


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