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[Help-glpk] Lazy constraints with glpk?
From: |
Sebastian Pokutta |
Subject: |
[Help-glpk] Lazy constraints with glpk? |
Date: |
Fri, 12 Jan 2007 12:04:32 +0300 |
Hi,
is there a way to use lazy constraints with GLPK? Say, I solve an
integer program and find a suitable solution for a given set of
constraints. Then I want to check this solution against another set
of additional lazy constraints (lazy in the sense that they are not
part of the original formulation because there might be too many and
they are most of the time satisfied anyways) and if one of them is
violated, I would like to add a cut resulting from the violated
constraint, remove the solution and resolve/continue to solve the
program. Is there an elegant, efficient way to implement this using
the glpk-library? Is there any way to add constraints later while
solving?
Thanks in advance. With kind regards,
Sebastian
- [Help-glpk] Lazy constraints with glpk?,
Sebastian Pokutta <=