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Implementing Lazy Constraints (C++)
I'm implementing a B&Cut algorithm with BCL - C++ using the cut manager callback. Also I have to implement Lazy Constraints, that is, after each integer solution, search the violated constraints and...
From within the preintsol callback in a Mosel model you can call the subroutines 'rejectintsol' and 'setcbcutoff' to pass information back to Xpress-Optimizer (see documentation of 'setcallback' in the Mosel Language Reference Manual).
For instance, using some code like the following where the test 'check_some_condition' is assumed to be implemented by your model:
public procedure mypreintsol(isheur:boolean,cutoff:real)
if check_some_condition then
rejectintsol
end-if
end-function
! ... problem definition ...
setcallback(XPRS_CB_PREINTSOL, "mypreintsol")
! ... start optimization ...