Let's consider a simple linear programming problem:
$\min \text{cost} = ax+by+dz$
subject to:
$a+b+c \leq K$
My question is: what if the I have to optimize the cost function several times, each time with a different values of $K$?
The value of $K$ cannot be adjusted, and it varies with the time, so it's not actually a variable that can be put in the cost function. The only values which can be controlled are the variables $a$, $b$ and $c$.
I usually optimize the problem many times, each time changing the value of $K$, but I was wondering if there a specific method to use when the constraints change during time. Is there anyone who know that?
