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Lazy constraints when solving a robust mixed integer model #76

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gavelasq opened this issue Oct 16, 2017 · 1 comment

gavelasq commented Oct 16, 2017

I am trying to solve a robust mixed integer model using JuMPeR:

main = RobustModel(solver=GurobiSolver(OutputFlag=0, MIPGap=0.01))

How can I add lazy constraints to this model?

Collaborator

yeesian commented Oct 19, 2017

I'm not sure, but I don't think that's supported for now. PRs (that works with both reformulations and cutting-planes) will be welcome though.

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