Fei Wang

Thanks Simran, It works. However in my code self.r is only 2.  So this changes won't save a lot of time, in fact, the majority of the time is spent in adding those SOCP constraints. Constraints as ...

Hi Simran, Thank you very much! It solved my problem.  I didn't know the default lower bound is zero, 

Hello, It seems c = m.addConstr(lhs, sense, rhs, name) is no longer supported in the newest version of gurobi. What should I do to add back a constraint in this case?  

Hi Simran, Here is part of the code that’s very expensive. Most of the time is spent on adding the constraints especially the first and second for loops model = gp.Model()model.Params.LogToConsole...

I have another question: I found that adding the constraints to the model is the most expensive part of the codeSo it is this command  model.addConstr()   that is costing 90% of the time Since I am...

Thanks! That's the method I am looking for

Hi Mario, Thanks for the answer, but I want to generalise it to  define a vector which represent a point in r dimensional space, If I use this approach, I would have to modify the code to define z ...