Is there a way to use a column-wise approach creating models in Gurobi? Using the java API, is possible to create columns (GRBColumn type) and you have to add constraints for each column. However, to create constraints, you must refer to a variable in some way. Wasn't the idea to create variables in the end, passing the columns created as parameters?
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You can build a model columnwise using addVars and the GRBColumn object.
Don't forget to set the right hand sides for the constraints as well.

mattmilten
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