I am solving a MIP using lazy constraints, added during MIPSOL callbacks. I have set the lazy constraints param = 1.
I am having trouble with gurobi reporting the model as infeasible. I can solve the problem without using lazy constraints, and I can even collect the constraints generated on the fly and add them to the base model and show that is feasible too.
Is it possible that the integer values passed in the mipsol callback are being pruned after adding a lazy constraint? The lazy constraints will cut off the values of some continuous variables, but any set of values for the integer variables should admit a feasible solution in this model.
After/during mipsol callbacks is there any way to re-solve the continuous variables? I would adjust myself but cbSetSolution is not allowed in mipsol callbacks. Again, these integer variables are always feasible, I would just need to adjust the continuous variables.
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