Get coefficients of variables in constraints (solver-based approach)

Hi there, I am currently using the Optimization Toolbox to solve a large mixed-integer linear programing problem (ILP). So, I formulated my problem using a problem-based approach. However, the current MATLAB solver "intlinprog" is quite slow for my problem. Therefore, I am switching to CPLEX solver (version 12.10). For this, I need to formulate my problem using a solver-based approach. In particurlar, I am trying to get coefficients of variables in several constraints formulated using optimizationExpression. For example, I have a following constraint,

   x = optimvar('x',[10,1]);
   w = 1:10
   constraint1 = w*x

So, I would like to get the coefficients of variables x in constraint1 (which is w in this simple case). Would it be possible to achieve this? Thanks very much in advance!

Answer 1

[Matt J]

Yes, you can use prob2struct or prob2matrices:

https://www.mathworks.com/matlabcentral/fileexchange/74481-prob2matrices-a-selective-version-of-prob2struct

S=prob2matrices({x},'Constraints',w*x<=0)

[nhavt]

yes, this is wondeful! I didnot know this funtion. Thanks for developing this great tool!