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Re: [Help-glpk] [Fwd: adding constraints incrementally]

From: Andrew Makhorin
Subject: Re: [Help-glpk] [Fwd: adding constraints incrementally]
Date: Wed, 14 Nov 2012 14:32:45 +0400

> Actually, my constraint matrix can't be fit in the memory of my
> machine. So, I assume that in cutting plane method, we don't need to
> retain all the constraints in memory, So, can you please tell me more
> about the restriction you mentioned?

You don't need to use the callback until you solve mip with the
branch-and-cut method. In case of lp just solve it using a subset of
constraints, add violated constraints and/or remove inactive constraints
and then re-optimize.

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