How to explicitly add a special case in a solution

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lahlou aziz

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Sep 15, 2017, 3:35:58 PM9/15/17
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Hi,

Working on an optimization probelm formulated as an ILP where I have two decision variables alpha[i,j] and beta[u,v,x,y].

I have three equations combining alpha and beta. For some inputs, I have a special case that is not handled by these equations and I would like to know how to enforce this case when it happens to be considered even though the equations are not satisfied.

Is there a way to explicity integrate it within the solver ?

Thanks for your help.

Daniel Espinoza

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Sep 15, 2017, 4:35:51 PM9/15/17
to Gurobi Optimization
Hi Lahlou,

You could use Lazy constraints which can be added dynamically by the user... but those constraints themselves have to be linear.

Best,
Daniel

lahlou aziz

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Sep 19, 2017, 9:32:01 AM9/19/17
to Gurobi Optimization
Hi Daniel

Thank you.
Best
Aziz
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