>
> And I guess it does not like to never know how many constraints there will 
> be, and I fear that it does a lot of useless copies when you add a 
> constraint (perhaps it copies the whole matrix just to add one line ?).


I think this is right. Allocating & copying such a huge matrix repeatedly 
would be terrible. Perhaps we should introduce an API function to 
"add_constraints", which takes a list of lists, or a matrix? If a solver 
doesn't support such a thing, we could fall back on the brute force method.

john perry

>

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