I want to solve min cx s.t. Ax + b < 0 with MathOptInterface, where A is a matrix and b and c are vectors. However, I couldn’t understand the documentation of MathOptInterface . Currently, my code is as follows: (Note that A is m * n matrix, b and c are vector with n and m elements respectively…

Solve minimization problem where constraint is the system of linear inequation with MathOptInterface efficiently

Peter_Volkmar November 12, 2020, 10:29pm 12

Thanks. Both those solutions work. Much appreciated.

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