-1

Using Microsoft Solver Foundation,I am trying to solve a linear program of the form Ax <= b where A is a matrix containing thousands of data points.

I know that I can new up a Model object and then use the AddConstraint method to add constraints in equation form. However putting those equations together where each contains thousands of variables is just not possible. I looked at the Model Class and can not find a way to just give it the matrix and other info.

How can I do this?

Thanks!

Barka
  • 8,764
  • 15
  • 64
  • 91

1 Answers1

1

You can make A a parameter and bind data to it. Warning: Microsoft Solver Foundation has been discontinued a while ago, so you are advised to consider an alternative modeling system.

Erwin Kalvelagen
  • 15,677
  • 2
  • 14
  • 39