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GRBCallback.AddLazy()

Add a lazy constraint to the MIP model from within a callback function. Note that this method can only be invoked when the where member variable is GRB.Callback.MIPNODE or GRB.Callback.MIPSOL (see the Callback Codes section for more information).

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.Callback.MIPSOL callback, or GetNodeRel from a GRB.Callback.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 function equals GRB.Callback.MIPNODE. To avoid this, we recommend to always check when the where value equals GRB.Callback.MIPSOL.

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 ( GRBLinExpr lhsExpr,
    char sense,
    double rhsVal )

Arguments:

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 AddConstr ( GRBTempConstr tempConstr )

Arguments:

tempConstr: Temporary constraint object, created by an overloaded comparison operator.

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