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Lazy Constraints with Presolve

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  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Veronika, 

    Some of the presolve procedures such as dual presolve/presolving reductions rely on knowing the feasible region in its entirety. Since it is not possible to know the whole feasible region in advance when using lazy constraints (lazy constraints are essential in defining the feasible region), these presolve reduction procedures are not applied when using lazy constraints. This behaviour is essential to ensure the validity of the optimal solution, as a result, there is no way around it.

    Best regards,

    Maliheh

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