Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Contol callback to lp program

    Posted 03/14/18 05:01 AM

    Originally posted by: GabiMC


    Hello,

    I am trying to solve a linearized short therm hydrothermic problem as a lp program and I want to use a function as lazycontraintcallback to cut undesirable solutions. 

    To do so, I have found a tricky solution: I have declared a binary variable that is not in any constraint. So, I have turned my program in a MIP and I am able to use this control callback.

    I would like to know if there is a similar function to lp programs.

    Thank you already!


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  • 2.  Re: Contol callback to lp program

    Posted 03/14/18 06:00 AM

    No, the concept of lazy constraints exists only for MIP. In order to use it you have to indeed change your problem type to MIP one way or the other. Note that in the callable library (the C API) and in Python you can directly change the problem type, so you don't have to add a dummy variable. In all other APIs you will have to add this variable.


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  • 3.  Re: Contol callback to lp program

    Posted 03/14/18 06:04 AM

    Originally posted by: GabiMC


    Ok!

    Thank you for your answer, Daniel.


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