Hi, is there a way to use lazy constraints with GLPK? Say, I solve an integer program and find a suitable solution for a given set of constraints. Then I want to check this solution against another set of additional lazy constraints (lazy in the sense that they are not part of the original formulation because there might be too many and they are most of the time satisfied anyways) and if one of them is violated, I would like to add a cut resulting from the violated constraint, remove the solution and resolve/continue to solve the program. Is there an elegant, efficient way to implement this using the glpk-library? Is there any way to add constraints later while solving?
Thanks in advance. With kind regards, Sebastian _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
