Lazy Constraints with Presolve

Answered

Veronika Eisgruber

• October 08, 2021 10:42

Hi everyone,

I am trying to speed up the solving process of a pretty big scheduling problem.
I had the idea of using lazy constraints so that the most restrictive constraints are added later in the solving process.

My problem is that the presolve does not work as well with the lazy constraints and so the model solved with the lazy constraints is a lot bigger than the one without.

Is there any way I could still use lazy constraints with a full presolve or other ways around this problem?

Best regards,

Veronika

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• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:25

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Maliheh Aramon

  Gurobi Staff

  • October 11, 2021 17:00

  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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