Re-optimizing a Linear Program

Aras Selvi

January 12, 2020 01:09

• 
• 

Dear Gurobi Community,

 

When I re-optimize a model with one extra (new) constraint, I can just optimize the same model without resetting as given here: https://www.gurobi.com/documentation/9.0/examples/modify_a_model.html 

This saves a lot of time since we don't need to start the algorithms from scratch.

However, if I'm not wrong, for LP there may be faster ways rather than warm starting from the last solution. For example, as in B&B algorithms, I might select the 'dual simplex' algorithm, and the new infeasible constraints will have corresponding dual variables, so the convergence may be even faster than reoptimizing with a given solution.

 

Is what I say correct? If yes, may I learn what options do I have specifically for LP? I prefer C++ syntax if there are some online sources for this.

 

Many thanks!

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:19 Edited

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.

Post is closed for comments.