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Lazy constraints on LP problems
Dear all,
I have an LP problem (no integer constraints) where a large number of constraints can in most cases be avoided in most cases just as for Lazy Constraints.
However, lazy constraints seem to be only valid for MIP problems, is this so?
Is there any case in which Lazy Constraints can be of any value for LP-only problems? How could they be setup? As Lazy constraints? Or should they be setup manually after optimize!?
Thanks
1 Reply
You can force Xpress to solve a problem as MIP by calling XPRSmipoptimize (or the equivalent function in the programming API you are using).
This should then handle the delayed rows as expected.
Indeed for LPs, the "delayed" flag is ignored on rows an delayed rows are treated as regular rows.
