I am currently solving a problem by adding new constraints to a linear program at each iteration, and then resolve the linear program from the beginning. I am curious about if there is any way in Gurobi for me to add cuts, but at the new iteration, the linear program is not resolved from the beginning.
I think there might be some methods like lazy cut or user cut callback. However, lazy or user cut callback are used to solve MIP instead of LP in my understanding.
Thank you so much.
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