Cplex C++ Interface: How to add many constraints quickly?

Question

I noticed that adding constraints to an IloModel one by one can be prohibitively slow. (I am referring to the construction of the model, not the optimization.)

Suppose I have many constraints with the same number of variables, can I add the constraint matrix in one function call?

Are there other ways to speed up the construction of the model?

Answer 1

I came across this issue recently, and discovered that if you first add the constraints to an IloRangeArray, and then add that object to the model, you'll see a significant speed-up. Removing constraints is also faster if they are contained in a container object like an IloRangeArray.