JuMP 0.18: how to delete constraints (without reference)?

Specific Domains Optimization (Mathematical)
1

Dear folks,

I like to solve the root relaxation of a MILP manually, meaning that I treat the problem as an LP while dynamically adding cutting planes and resolve until no violated cuts are found. I’d like to get rid of non-binding cuts from time to time, i.e., delete constraints with zero dual values.

Is there any way to iterate over all existing constraints (if no reference was set when the constraints are added) and to purge them?

Thanks in advance. mike_k

2

You cannot delete constraints in JuMP 0.18. Upgrade to JuMP 0.21.

3

Well, I wanted to do that but I still observe for some reason that it is much slower as reported here :frowning: