Zhibin Deng

Dear Sonja,   I set WHERE = GRB.Callback.MIPSOL. I check whether the current incumbent solution gives an SDP constraint by checking the minimal eigenvalue of the solution matrix "X". If the minimal...

Sonja, thank you for your suggestion.   I used "callback" to add lazy constraints. I check, in my callback function, whether the incumbent solution satisfies the SDP constraint. If not, then a lazy...