Lazy callback

Answered

Pratim Lajui

• January 28, 2022 19:06

When I use a lazy constraint callback, when is the verification made whether a lazy constraint is violated or not?

Is it each time a new integer-feasible incumbent solution is found?

Or is it only when a better (than currently known) integer-feasible solution is found?

 

 

0

• 

  Jonasz Staszek

  Community Moderator

  • January 31, 2022 09:59

  

  

  

  Hi Pratim,

  based on this article in the Gurobi Support portal, it would appear to me that the callback is run every time a new integer feasible solution is found. Perhaps someone from Gurobi Support team could confirm this?

  Best regars
  Jonasz

   

   

  0
• 

  Jaromił Najman

  Gurobi Staff

  • January 31, 2022 10:15

  Once you add a lazy constraint in a callback, it becomes part of the so-called "cut pool" and is handled as a normal constraint, i.e., every feasible point candidate is checked whether it satisfies the constraint or not. This also means that the point found in the respective callback is also directly checked whether it fulfills the lazy constraint just added in the same callback.

  Best regards, 
  Jaromił

  0

Please sign in to leave a comment.