I was working on a heuristic where I modify an ILP within a loop and solve it for a certain iterations. As of now, within the loop, I build the model repeatedly during each iteration which is costing me more time. Is there a possibility to not repeatedly build the model while modifying the model and decrementing the timelimit to solve it within the loop? A simple pseudocode below intended to illustrate what I’m trying to do.
f = 10 for i in 1:10 m = build_ILP(instance, parameters) @constraint(m.model, x + y <= 10*f) solve(m.model) f -= 1 end