Lazy constraint callbacks in R?
AnsweredHi there,
I was just curious if there is a way to add lazy constraint callbacks to problems that are created/solved using the Gurobi R interface?
Thank you in advance for your help!
Velibor
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Hi Velibor,
As far as I know, the R-API does not permit adding lazy constraints. This is also true for the Matlab-API - both are more "matrix based" interfaces compared to the other APIs.
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As a note of clarification, while you can't use the callback, you can mark linear constraints as lazy in the R and MATLAB APIs via the 'lazy' attribute on a linear constraint.
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Does anyone know if it's still not possible?
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Callback functions are still not supported in the MATLAB and R interfaces. To add lazy constraints in these APIs, you can use Gwyneth's approach of setting the Lazy attributes of linear constraints.
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