From: Andrew Makhorin <address@hidden>
To: Alireza Vazifedoost <address@hidden>
Cc: Raniere Gaia Silva <address@hidden>; "address@hidden" <address@hidden>
Sent: Wednesday, November 14, 2012 6:32 PM
Subject: Re: [Help-glpk] [Fwd: adding constraints incrementally]
> 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.