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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?
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.
