Originally posted by: SystemAdmin

[rid_thee said:]

I have a LP problem which requires adding some constraints only when they are not satisfied. Now, I figured for MIP problems there are CUTCALLBACK  functions in ILOG concert tech. But, that doesn't work for my problem since none of my decision variables are defined as integers. I am completely new to Cplex and concert tech, so I don't if there is some similar callback exists for LP problems. I need the function to be able to get the solution values (something like getValue() in the cutcallback). Could you please help?

Thanks
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[DanielJunglas said:]

You can
[list]
[li]Use dual simplex to solve your LP without the conditional constraints.[/li]
[li]Get the optimal solution.[/li]
[li]Add all additional constraints violated by the optimal solution to your problem.[/li]
[li]Use dual simplex to re-optimize the modified problem.[/li]
[li]Repeat until none of the additional constraints are violated.[/li]
[/list]
This is essentially what happens if you use the cut callback in MIPs.

#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[rid_thee said:]

Thanks
#CPLEXOptimizers
#DecisionOptimization