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GRBcblazy

Add a new lazy constraint to the MIP model from within a user callback routine. Note that this routine can only be called when the where value on the callback routine is either GRB_CB_MIPNODE or GRB_CB_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 querying the current node solution (by calling GRBcbget from a GRB_CB_MIPSOL or GRB_CB_MIPNODE callback, using what=GRB_CB_MIPSOL_SOL or what=GRB_CB_MIPNODE_REL), and then calling GRBcblazy() 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_CB_MIPNODE. To avoid this, we recommend to always check when the where value equals GRB_CB_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.

Return value:

A non-zero return value indicates that a problem occurred while adding the lazy constraint. Refer to the Error Code table for a list of possible return values. Details on the error can be obtained by calling GRBgeterrormsg.

Arguments:

cbdata: The cbdata argument that was passed into the user callback by the Gurobi Optimizer. This argument must be passed unmodified from the user callback to GRBcblazy().

lazylen: The number of non-zero coefficients in the new lazy constraint.

lazyind: Variable indices for non-zero values in the new lazy constraint.

lazyval: Numerical values for non-zero values in the new lazy constraint.

lazysense: Sense for the new lazy constraint. Options are GRB_LESS_EQUAL, GRB_EQUAL, or GRB_GREATER_EQUAL.

lazyrhs: Right-hand side value for the new lazy constraint.

Example usage:

  if (where == GRB_CB_MIPSOL) {
    int lazyind[] = {0, 1};
    double lazyval[] = {1.0, 1.0};
    error = GRBcblazy(cbdata, 2, lazyind, lazyval, GRB_LESS_EQUAL, 1.0);
    if (error) return 0;
  }

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