Add a lazy constraint to the MIP model from within a callback function.
Note that this method can only be invoked when the
member variable is equal to GRB_CB_MIPNODE or GRB_CB_MIPSOL (see the
Callback Codes section for more
Lazy constraints are typically used when the full set of constraints for a MIP model is too large to represent explicitly. By only including the constraints that are actually violated by solutions found during the branch-and-cut search, it is sometimes possible to find a proven optimal solution while only adding a fraction of the full set of constraints.
You would typically add a lazy constraint by first querying the
current node solution (by calling
getSolution from a
GRB_CB_MIPSOL callback, or
getNodeRel from a
GRB_CB_MIPNODE callback), and then calling
addLazy() to add
a constraint that cuts off the solution. Gurobi guarantees that you
will have the opportunity to cut off any solutions that would
otherwise be considered feasible.
MIP solutions may be generated outside of a MIP node. Thus, generating
lazy constraints is optional when the
where value in the callback
GRB_CB_MIPNODE. To avoid this, we recommend to
always check when the
where value equals
Your callback should be prepared to cut off solutions that violate any of your lazy constraints, including those that have already been added. Node solutions will usually respect previously added lazy constraints, but not always.
Note that you must set the LazyConstraints parameter if you want to use lazy constraints.
|void||addLazy (||const GRBLinExpr&||lhsExpr,|
lhsExpr: Left-hand side expression for new lazy constraint.
sense: Sense for new lazy constraint (GRB_LESS_EQUAL, GRB_EQUAL, or GRB_GREATER_EQUAL).
rhsVal: Right-hand side value for new lazy constraint.
|void||addLazy (||GRBTempConstr&||tc )|
tc: Temporary constraint object, created using an overloaded comparison operator. See GRBTempConstr for more information.