Changing the Problem Object

A major consideration in the design of ILOG CPLEX is the need to efficiently re-optimize modified linear programs. In order to accomplish that, ILOG CPLEX must be aware of changes that have been made to a linear program since it was last optimized. Problem modification routines are available in the Callable Library.

Do not change the problem by changing the original problem data arrays and then making a call to CPXcopylp(). Instead, change the problem using the problem modification routines, allowing ILOG CPLEX to make use of as much solution information as possible from the solution of the problem before the modifications took place.

For example, suppose that a problem has been solved, and that the user has changed the upper bound on a variable through an appropriate call to the ILOG CPLEX Callable Library. A re-optimization would then begin from the previous optimal basis, and if that old basis were still optimal, then that information would be returned without even the need to refactor the old basis.


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