Suppose to have a linear program and a constraint of the form:
4 x_1 + 3 x_2 ≤ 10
and that you want to update it to
4 x_1 + 3 x_2 + 10 x_3 ≤ 10
or to
3 x_2 ≤ 10
In order to do that, I "rewrite" the constraint from scratch, like
prob.constraints[0] = ...
but for a very long constraint this is very inefficient.
Is there a simpler way to add or remove variables from the constraints?