Hi, Michael,
Thanks for your input.
Are there some rules about the constraint selection in iterative LP?
Also, in my LP model, each constraint will introduce a new decision variable.
decVarK_j >= decVarX_i * constValue_i - decVarT
If I used the solutions from solving the model with part of the constraints and then replace the "decVarX_i" and "decVarT" with the solution values and set
decVarK_j = decVarX_i * constValue_i - decVarT
then, check the constraint
decVarT + sum of (decVarK_j ) from j=1 to L <= [sum of (constantValueP_i * decVarX_i)
from i=1 to N ] * constantQ
If it satisfies the constraint, it means that the solution optimality still can be kept ?
Any discussion/suggestions would be welcome.
thanks