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For questions about solving Operations Research problems using the C++ programming language.

4
votes
I don't have any C++ code using a lazy constraint callback, although I could show you a Java example if you can't find anything better. The basic approach, IIRC, is to create an instance of class IloC …
answered Dec 24 '19 by prubin
3
votes
If I recall correctly, adding a constraint on the primal objective function causes degeneracy in the dual LPs, which could account for at least part of the speed decrease you noted. In addition to Ale …
answered Jan 23 '20 by prubin
7
votes
For specifying constraint direction, look to the various IloRange constructors. You can specify both a lower and upper bound (for constraints of the form $b_0 \le a'x \le b_1$, or use a constructor th …
answered Sep 26 '19 by prubin
3
votes
I agree that the e_z == 1 constraint belongs in the model. Your constraints y_bounds(k)*z[k] <= y_hat[k] && y_hat[k] <= y_bounds(k+1)*z[k] do not appear in the Valenzuela dissertation, though, and I s …
answered Apr 2 '21 by prubin
6
votes
You don't actually need to use the MIP start approach. Fix the upper and lower bounds for all your discrete variables to their values in the heuristic solution, then try to solve the model. Assuming C …
answered Jan 27 '20 by prubin
2
votes
First, I don't understand why you extract the master model, set parameters and add the callback repeatedly inside a loop. When using a callback, the plan is to solve the master problem once, adding cu …
answered Mar 16 '21 by prubin