I am currently solving a large MILP problem using a decomposition algorithm, implemented using the C library. At each iteration, the algorithm solves a modified version of the problem from scratch. The problem has a large number of delayed rows.
Delayed rows that have been violated and enforced by Xpress while looking for a feasible solution at a certain iteration of the decomposition algorithm, are likely to be violated again during the next iterations. Ideally, I would like to gradually pose the delayed rows that have been violated as normal rows. I have read the manual, forums and others, but I haven't found information regarding how to do this.
Is it possible to know which of the delayed rows have been violated and included by Xpress in the global search?
Is it possible convert a delayed row into a normal row?
Any suggestions are welcome!