Ignoring feasible solutions without increasing memory usage
Feature request:
Make it possible to reject a solution as infeasible in the callback without increasing memory.
Background:
My problem consists of mostly linear constraints and some very complicated non-linear ones which I cannot model using Gurobi and which almost all solutions found by Gurobi violate. I have an algorithm inside the callback that checks these non-linear constraints and only saves valid solutions to disk. I need to find all optimal solutions that satisfy my constraints, so I need to go for PoolSearchMode 2 which systematically finds the n best solutions. Unfortunately, there are so many of them, that the solution pool size cannot be large enough and even if it was, it would run out of memory. Adding a lazy cut after finding a solution to cut it off would also run out of memory since that's going to be at least a KB, times many many billion cuts, which is way more than a TB. Also, I am worried that the tree will consume too much memory by not exploring in a depth-first manner and then forgetting (later recomputing) the node. Does Gurobi consider this when searching the tree exhaustively?
Is there some trick to solve my problem?
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