[FlopCpp-tickets] [FlopC++] #11: Allow specified constraints to be added as cuts if violated

[FlopC++]

#11: Allow specified constraints to be added as cuts if violated
-------------------------+--------------------------------------------------
 Reporter:  hpwalton     |       Owner:  somebody
     Type:  enhancement  |      Status:  new     
 Priority:  normal       |   Milestone:          
Component:  component1   |     Version:          
 Severity:  normal       |    Keywords:          
-------------------------+--------------------------------------------------
 Motivation:
 It can sometimes be very useful to add many constraints into a cut set in
 order to tighten an LP relaxation (for example).  However, it can be a
 rather large set which may slow the LP down significantly if added a
 priori.  Binding these as needed can significantly speed up solving LPs.

 Proposal:
 Allow normal FlopC++ specification of the constraint, but mark it
 (attribute on the constraint?) as a cut set.  At runtime, instead of
 instantiating this to the normal constraint block, add them to appropriate
 Cgl structures.  In turn, the Cgl structures will be added to the
 OsiSolverInterface.

-- 
Ticket URL: <https://projects.coin-or.org/FlopC++/ticket/11>
FlopC++ <http://example.com/>
My example project