Lazy constraint implementation in Nonlinear MIP (MINP)

Awaiting user input

Sena Aslı Bozkurt

• October 29, 2024 18:28

In my model, I have some nonlinear constraints (where two variables are multiplied). Also, using lazy constraints and callback function I am trying to ensure contiguity among the removed regions in my model. Variables related to removed regions are not part of the nonlinear constraints, however I observe that my solution is not contigious. So, callback function and lazy constraints are not working. I wanted to ask, is it possible to use lazy constraints with callback function in nonlinear MIP models? 

Related to

• Lazy Constraints
• Nonlinear

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  Jaromił Najman

  Gurobi Staff

  • October 31, 2024 09:42

  Hi Sena,

  Could you please provide more details about the way you implemented your lazy constraints? In particular, please explain the way you implemented your callback and how you determined that the lazy constraint feature does not work.

  Please note that lazy constraints are only allowed to be linear. Quadratic or any other nonlinear lazy constraint types are currently not supported.

  Best regards, 
  Jaromił

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