Changing the problem object

If your Callable Library application modifies the problem object, consider these issues.

A major consideration in the design of CPLEX is the need to re-optimize modified linear programs efficiently. In order to accomplish that, CPLEX must be aware of changes that have been made to a linear program since it was last optimized. Problem modification routines are available in the Callable Library.

Do not change the problem by changing the original problem data arrays and then making a call to CPXcopylp. Instead, change the problem using the problem modification routines, allowing CPLEX to make use of as much solution information as possible from the solution of the problem before the modifications took place.

For example, suppose that a problem has been solved, and that the user has changed the upper bound on a variable through an appropriate call to the CPLEX Callable Library. A re-optimization would then begin from the previous optimal basis, and if that old basis were still optimal, then that information would be returned without even the need to refactor the old basis.