Dear Gurobi Team,
I am trying to speed up the solution of an optimization problem and reduce the size of the problem. I am already using the "lazy" option for some inequality constraints of which I know that they are very rarely active in solutions.
Now I had the idea to also set as lazy the lower bound and upper bound of some variables of which I know that they only very rarely come to their bounds, but have not found a corresponding option to do so.
Is this for some reason not a good idea after all, which is why this feature does not exist? Then I could save the effort of implementing a workaround via infinite lower and upper bounds and separate linear inequality constraints for each variable.
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