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Changing the optimization problem


Type: Programming
Rating: 2 (easy-medium)
Description: Changing an optimization problem using the Xpress Python interface.
File(s): small_change.py


small_change.py
#
# Example: changing an optimization problem
#          using the Xpress Python interface
#

import xpress as xp

x = xp.var ()
y = xp.var ()

cons1    =   x + y >= 2
upperlim = 2*x + y <= 3

p = xp.problem ()

p.addVariable (x,y)
p.setObjective ((x-4)**2 + (y-1)**2)
p.addConstraint (cons1, upperlim)

p.write ('original', 'lp')

p.chgcoef (cons1, x, 3) # coefficient of x in cons1    becomes 3
p.chgcoef (1, 0, 4)     # coefficient of y in upperlim becomes 4

p.write ('changed', 'lp')