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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







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