How to change coefficients on the objective function?

[Paulo Sousa]

Hi,

In connection to the Gurobi 4 C++ API, I am using a LP model, whose
objective function I set as follows:

for (unsigned i = 0; i < n; i++)
{
double coef = 1.0;

exprObj.addTerms(&coef, &a1[i], 1);
exprObj.addTerms(&coef, &a2[i], 1);

}

model->setObjective(exprObj);

Suppose now that after setting up the model, I want to change the
coefficient of, e.g., a1[6] in the objective function; how can one
accomplish that without setting the whole objective function?

I considered to use

- GRBModel::chgCoeff()
- GRBModel::chgCoeffs()

but they seem to apply only to constraints.

In short, I am looking for a computationally *efficient* way of
changing objective function coefficients.

Thanks!

Regards,

Paulo

[Ed Rothberg]

From the C++ RefMan...

http://gurobi.com/doc/40/refman/node96.html

"For linear objective functions, an alternative to setObjective is to
use the Obj variable attribute to modify individual linear objective
coefficients."

In other words...

a1[6].set(GRB_DoubleAttr_Obj, 2.0);

Ed

[Paulo Sousa]

Thanks, Ed. That is it!

Paulo