Gurobi v5.0: Lazy Constraints

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RobbyD

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Apr 3, 2012, 1:44:37 AM4/3/12
to Gurobi Optimization
Is it possible to provide a brief description of lazy constraints and
how to use them within the latest Gurobi 5.0.

Anything to do with this previous post? groups.google.com/group/
gurobi/browse_thread/thread/16b6a624f79f30e0

Thank you and regards,
RobbyD.

tie...@math2.rwth-aachen.de

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Apr 3, 2012, 3:41:07 AM4/3/12
to Gurobi Optimization
I used lazy constraints in the following way:

callback with where == GRB_CB_MIPNODE, GRB_CB_MIPNODE_STATUS_STATUS ==
GRB_OPTIMAL

In this callback, it is checked for a violated constraint (lazy
constraint, possibly cutting away integer solutions).
This solution is cut away by adding the violated constraint via
callback -> addLazy()
(during this callback, node information (e.g. current lp solution) are
accessible as usual (in the separation callback)).


The procedure is very similar to the separation procedure, which would
only differ in using the addCut function instead.

Best regards

Martin

Ed Rothberg

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Apr 5, 2012, 4:03:24 PM4/5/12
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Is it possible to provide a brief description of lazy constraints and
how to use them within the latest Gurobi 5.0.

We'll be happy to, once Gurobi 5.0 is released.

Ed


erica ye

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Apr 6, 2012, 11:50:37 AM4/6/12
to Gurobi Optimization
When you will released 5.0?
I'm waiting for MIQCP:)

Ed Rothberg

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Apr 11, 2012, 11:01:16 AM4/11/12
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End of the month...

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