On Wed, 31 Aug 2016, usa usa wrote:
The problem is that the number of constraints of decVarK_i for i=1 to L and L can be very large, e.g. 100,0000.
I think that the given constraints were not what you really intended.
It means that it will have 100,000 constraints in the LP, which I want to avoid. How to combine them so that I can reduce the size of the LP model meanwhile keeping all constraints satisfied ?
In general, you can't. The usual solution is iterative LP. Solve the problem with a subset of constraints. If the solution satisfies all your constaints, you are done. Otherwise select one or more violated constraints and resolve. Rinse and repeat until you have a solution or fatigue sets in. The tricky part is in the constraint selection. Unless you are doing something silly like working from an explicit list, it will be problem-specific. -- Michael [email protected] "Sorry but your password must contain an uppercase letter, a number, a haiku, a gang sign, a heiroglyph, and the blood of a virgin." -- someeecards _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
