> So, what is the proper way to do it? As I wrote, it's not really an
>> option to solve the whole problem for each new constraint...
>>
>
> add a constraint, and solve again?
>
> Yes, and then? I don't think I can remove it again, can I? As I wrote,
pseudo-code is as follows, and keep in mind that large_list really is a
large list...
p = MixedIntegerLinearProgram(constraint_generation=True,
solver="CPLEX") # solver="GLPK") # twice as long #
assignment = p.new_variable(binary=True)
p.add_constraint(... some relations in terms of assignment[box, colour]
... )
p.solve()
for (box, colour) in large_list:
p_new = copy(p)
p_new.add_constraint(assignment[box, colour] == 0)
try:
p_new.solve()
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