Adding constraints to linear program

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Miranda

2021年05月17日 17:02

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Hello,

I am currently solving a problem by adding new constraints to a linear program at each iteration, and then resolve the linear program from the beginning. I am curious about if there is any way in Gurobi for me to add cuts, but at the new iteration, the linear program is not resolved from the beginning. 

I think there might be some methods like lazy cut or user cut callback. However, lazy or user cut callback are used to solve MIP instead of LP in my understanding.

Thank you so much.

 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:54 編集済み

  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?.
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  Jaromił Najman

  • Gurobi Staff

  2021年05月19日 13:05

  Hi Miranda,

  You are right, lazy or user cuts are not available when working with LPs. If you are adding constraints only, you can just re-solve the model and Gurobi will take advantage of the previous solution to warm-start the Simplex algorithms, see the post Is warm start implicit in resolving an LP?

  Best regards,
  Jaromił

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