Modify equality constraints in JuMP

Specific Domains Optimization (Mathematical)
1

Hello,

In JuMP 0.18 documentation on Problem Modification, I read that

JuMP does not currently support changing constraint coefficients. For less-than and greater-than constraints, the right-hand-side can be changed.

However, does this feature extends to equality constraints ? Or should I convert my equality contraints to two inequalities ?

Would this conversion impact the performance? (I’m solving LPs with Clp).

Or maybe I should wait for the transition to MathOptInterface (cf. answer in Updating data in JuMP constraints iteratively? - #7 by miles.lubin)

Best,
Pierre

2

Have you tried? It should work. The docs probably need updating.

3

Thanks for the tip! I made a small test with a basic LP and it works.

https://gist.github.com/pierre-haessig/a00f97c0c9d46e24c32afba4625700ee

I’ve not yet made performance comparisons though.

Best,
Pierre