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Recurse - A successive linear programming model

Description
A non-linear problem (quadratic terms in the constraints) is modeled as a successive linear programming (SLP) model. (SLP is also known as 'recursion'.) The constraint coefficients are changed iteratively. Shows how to save and re-load an LP basis.

xbrecurscs.zip[download all files]

Source Files
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xbrecurs.cs[download]
xbrecurs.csproj[download]





xbrecurs.csproj

<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net5.0</TargetFramework>

    <IsPackable>false</IsPackable>
  </PropertyGroup>

  <ItemGroup>
    <PackageReference Include="FICO.Xpress.XPRBdn" Version="4.14.0" /> <!-- Version 4.14.0 or later -->
  </ItemGroup>
  

</Project>
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