I need to add User Cuts to remove infeasible solutions which are derived using the current optimal basis and are constructed using non-basic variables.
To be exact, I am trying to incorporate the Intersection Cuts (IC). At every node with MIPNODE_STATUS == OPTIMAL, I need the optimal tableau, and then after solving a problem for IC, the user cut is added using the non-basic variables. I am working in Python.
Thanks in advance!
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