Solving a series of similar optimization problems

1

hi,

we’re solving a series of quadratic programs, where the constraints remain fixed, and only some of the objective parameters change. we’re paying a big overhead on re-building the constraints on each iteration, and would like to avoid that in order to speed up running time. building the constraints takes about 30% of the time, so this would be a significant improvement.

is this possible? and if so, how?

thanks,
nir

2

No, I am afraid it is not possible. The constraints must be constructed eachtime.