Procedure GMP::Instance::SetCallbackAddLazyConstraint(GMP, callback)

GMP::Instance::SetCallbackAddLazyConstraint

The procedure GMP::Instance::SetCallbackAddLazyConstraint installs a callback procedure for adding lazy constraints during the solution process of a MIP model.

GMP::Instance::SetCallbackAddLazyConstraint(
     GMP,            ! (input) a generated mathematical program
     callback        ! (input) an AIMMS procedure
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

callback

A reference to a procedure in the set AllIdentifiers.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

  • The callback procedure is called by the solver in these situations

    • when the solver compares an integer-feasible solution (including an integer-feasible solution provided by a MIP start before any nodes exist) to lazy constraints;

    • when the LP at a node is unbounded, and a lazy constraint might cut off the primal ray.

  • The procedure GMP::SolverSession::GenerateCut can be used inside a CallbackAddLazyConstraint callback procedure to add (globally or locally valid) lazy constraints during the MIP branch-and-cut process. Lazy constraints added to the problem are first put into a pool of lazy constraints, so they are not present in the subproblem LP until after the callback is finished.

  • If lazy constraints have been added, the subproblem is re-solved and evaluated, and, if the LP solution is still integer feasible and not cut off, the lazy constraint callback is called again.

  • The callback procedure should have exactly one argument; a scalar input element parameter into the set AllSolverSessions.

  • The CallbackAddLazyConstraint callback procedure should have a return value of

    • 0, if you want the solution process to stop, or

    • 1, if you want the solution process to continue.

  • To remove the callback the empty element should be used as the callback argument.

  • A CallbackAddLazyConstraint callback procedure will only be called when solving mixed integer programs with CPLEX or Gurobi.

  • This procedure can also be used for MIQP and MIQCP problems.

See also

The routines GMP::Instance::Generate, GMP::Instance::SetCallbackAddCut, GMP::Instance::SetCallbackBranch, GMP::Instance::SetCallbackCandidate, GMP::Instance::SetCallbackHeuristic, GMP::Instance::SetCallbackIncumbent and GMP::SolverSession::GenerateCut.