Hi all, I would like some advice on efficiently resolving the QP problems that arise in Bundle methods at each iteration. As you may know, between iterations new affine constraints get added and the QP objective is also modified. It would be great if you can point me to an efficient implementation or suggest what best can be done with existing commercial software packages for optimization. Currently, I use CPLEX to solve each QP problem, however my guess is not much information is being re-used between iterations. Any suggestions to improve the performance?