some native Gurobi lazy constraint support

37de038a · Max Lyon · 29bc7c31 · 37de038a · 37de038a
Commit 37de038a authored Dec 14, 2017 by Max Lyon
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Showing with 248 additions and 37 deletions

NSolver/GUROBISolver.cc NSolver/GUROBISolver.cc +241 -37

NSolver/GUROBISolver.hh NSolver/GUROBISolver.hh +7 -0

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--- a/NSolver/GUROBISolver.cc
+++ b/NSolver/GUROBISolver.cc
--- a/NSolver/GUROBISolver.hh
+++ b/NSolver/GUROBISolver.hh
@@ -89,6 +89,13 @@ public:
                    const double                              _time_limit = 60,
                    const bool                                _silent = false);

+  bool solve(       NProblemInterface*                        _problem,
+                    const std::vector<NConstraintInterface*>& _constraints,
+                    const std::vector<NConstraintInterface*>& _lazy_constraints,
+                    const std::vector<PairIndexVtype>&              _discrete_constraints,   // discrete constraints
+                    const double                              _time_limit = 60,
+                    const bool                                _silent = false);
+

  // same as above with additional lazy constraints that are only added iteratively to the problem if not satisfied
  bool solve(NProblemInterface*                        _problem,