Overhead of adding lazy constraints via callback in Python

Answered

Mike Lang

April 24, 2022 08:18

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Dear all, 

I am adding cuts to a MILP via lazy constraints with

model.cbLazy()

in a callback routine at

where == GRB.Callback.MIPSOL

 

I am looking at the time it takes to add the lazy constraints via the callback to identify levers for reducing runtime. I see that about 80% of the time in the callback is spent on adding the lazy constraint by calling 

 model.cbLazy()

, which equates to up to 10 seconds in some instances.

Is there information available on the overhead (in terms of runtime) of adding lazy constraints? 

Thank you!

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 16, 2025 23:39

  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 try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jaromił Najman

  • Gurobi Staff

  April 25, 2022 08:39

  Hi Mike,

  Could you please share a minimal reproducible example? Or at least one such hard coded lazy constraint which takes a long time to be added to the model? In particular, it is of interest how dense and numerically stable is your lazy constraint.

  Best regards, 
  Jaromił

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  Mike Lang

  April 26, 2022 21:08

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  Hi Jaromił, 

  thank you for the answer. Can I send the example to you somehow? Even the reduced version is a bit large to post it here. 

  Thank you!

  Mike

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  Jaromił Najman

  • Gurobi Staff

  April 28, 2022 18:35

  The issue has been resolved internally. The problem was an inefficient usage of Python data structures. The Knowledge Base article How do I improve the time to build my model? holds many useful tips.

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