Hi All,<br><br>I'm working with a MIP with an exponential number of constraints. To define the problem we need this huge amount of rows.<br>So, I defined a cbcmodel with a small subset of these constraints and added an specialization of CglCutGenerator to dynamically insert the other rows, as needed.<br>
However, in the first iterations cbcmodel finds an Integer solution and stops the search, even if new cuts were added.<br>Note that these "cuts" are not cuts in the traditional way: they do not cut fractional solutions. Instead, they define the problem.<br>
Is there any way to tell cbc that if new cuts were added, it must continue the search ?<br>I think that in CPLEX this can be done by the so called "lazy constraints".<br><br>Best regards,<br><br>Haroldo<br clear="all">
<br>-- <br>===============================================================<br>Haroldo Gambini Santos<br><a href="http://www.ic.uff.br/~hsantos">http://www.ic.uff.br/~hsantos</a><br><a href="mailto:hsantos@ic.uff.br">hsantos@ic.uff.br</a><br>
Instituto de Computacao - Universidade Federal Fluminense