Okay, let's analyze: `nCP` denotes the *new* cutting plane, we're going to initialize.  If beta's, I's, H's, H_diag's indices correspond, then we're setting the coefficient of the *new* curring plane to zero, which should be fine.

Maybe you can explain, why we should be setting `I`, `H` and `H_diag` at position `nCP`, but `beta` at position `nCP+1`?