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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...
With BCL you can directly use the callback functions of the Xpress Optimizer library; for BCL C++ these would be the C library functions of the solver as shown, for example, in https://examples.xpress.fico.com/example.pl?id=bcl_cpp_18_6
The subroutines 'rejectintsol' and 'setcbcutoff' that I have mentioned earlier are auxiliary routines for working with Optimizer callbacks in Mosel; if you are directly using the C functions, all information is passed back via arguments of the corresponding callback function. Please take a look at the documentation of 'XPRSsetcbpreintsol' in the Xpress-Optimizer Manual for a description of its arguments. Its use is similar to some of the other node callback functions shown in https://examples.xpress.fico.com/example.pl?id=optimizer_c_1