CPXaddlazyconstraints

Note

This is an advanced routine. Advanced routines typically demand a thorough understanding of the algorithms used by ILOG CPLEX. Thus they incur a higher risk of incorrect behavior in your application, behavior that can be difficult to debug. Therefore, ILOG encourages you to consider carefully whether you can accomplish the same task by means of other Callable Library routines instead.

The routine CPXaddlazyconstraints is used to add constraints to the list of constraints that should be added to the LP subproblem of a MIP optimization if they are violated. CPLEX handles addition of the constraints and makes sure that all integer solutions satisfy all the constraints. The constraints are added to those specified in prior calls to CPXaddlazyconstraints.

Lazy constraints are constraints not specified in the constraint matrix of the MIP problem, but that must be not be violated in a solution. Using lazy constraints makes sense when there are a large number of constraints that must be satisfied at a solution, but are unlikely to be violated if they are left out.

The CPLEX parameter CPX_PARAM_REDUCE should be set to CPX_PREREDUCE_NOPRIMALORDUAL (0) or to CPX_PREREDUCE_PRIMALONLY (1) in order to turn off dual reductions.

Use CPXfreelazyconstraints to clear the list of lazy constraints.

The arguments of CPXaddlazyconstraints are the same as those of CPXaddrows, with the exception that new columns may not be specified, so there are no ccnt and colname arguments. Furthermore, unlike CPXaddrows, CPXaddlazyconstraints does not accept a NULL pointer for the array of righthand side values or senses.

Example

 status = CPXaddlazyconstraints (env, lp, cnt, nzcnt, rhs, sense,
                                 beg, ind, val, NULL);

Values of sense
`sense[i]`	= `'L'`	<= constraint
`sense[i]`	= `'E'`	= constraint
`sense[i]`	= `'G'`	>= constraint

A pointer to the CPLEX environment as returned by CPXopenCPLEX.

A pointer to a CPLEX problem object as returned by CPXcreateprob.

An integer that indicates the number of new lazy constraints to be added.

An integer that indicates the number of nonzero constraint coefficients to be added to the constraint matrix. This specifies the length of the arrays rmatind and rmatval.

An array of length rcnt containing the righthand side (RHS) term for each lazy constraint to be added to the CPLEX problem object.

An array of length rcnt containing the sense of each lazy constraint to be added to the CPLEX problem object. Possible values of this argument appear in the table.

An array used with rmatind and rmatval to define the lazy constraints to be added.

An array used with rmatbeg and rmatval to define the lazy constraints to be added.

An array used with rmatbeg and rmatind to define the lazy constraints to be added. The format is similar to the format used to describe the constraint matrix in the routine CPXcopylp (see description of matbeg, matcnt, matind, and matval in that routine), but the nonzero coefficients are grouped by row instead of column in the array rmatval. The nonzero elements of every lazy constraint must be stored in sequential locations in this array from position rmatbeg[i] to rmatbeg[i+1]-1 (or from rmatbeg[i] to nzcnt -1 if i=rcnt-1). Each entry, rmatind[i], indicates the column index of the corresponding coefficient, rmatval[i]. Unlike CPXcopylp, all rows must be contiguous, and rmatbeg[0] must be 0 (zero).

An array containing pointers to character strings that represent the names of the lazy constraints. May be NULL, in which case the new lazy constraints are assigned default names if the lazy constraints already resident in the CPLEX problem object have names; otherwise, no names are associated with the lazy constraints. If row names are passed to CPXaddlazyconstraints but existing lazy constraints have no names assigned, default names are created for them.

The routine returns zero if successful and nonzero if an error occurs.

CPXaddlazyconstraints

Parameters:

Returns:

env	A pointer to the CPLEX environment as returned by `CPXopenCPLEX`.
lp	A pointer to a CPLEX problem object as returned by `CPXcreateprob`.
rcnt	An integer that indicates the number of new lazy constraints to be added.
nzcnt	An integer that indicates the number of nonzero constraint coefficients to be added to the constraint matrix. This specifies the length of the arrays `rmatind` and `rmatval`.
rhs	An array of length `rcnt` containing the righthand side (RHS) term for each lazy constraint to be added to the CPLEX problem object.
sense	An array of length `rcnt` containing the sense of each lazy constraint to be added to the CPLEX problem object. Possible values of this argument appear in the table.
rmatbeg	An array used with `rmatind` and `rmatval` to define the lazy constraints to be added.
rmatind	An array used with `rmatbeg` and `rmatval` to define the lazy constraints to be added.
rmatval	An array used with `rmatbeg` and `rmatind` to define the lazy constraints to be added. The format is similar to the format used to describe the constraint matrix in the routine `CPXcopylp` (see description of `matbeg, matcnt`, `matind`, and `matval` in that routine), but the nonzero coefficients are grouped by row instead of column in the array `rmatval`. The nonzero elements of every lazy constraint must be stored in sequential locations in this array from position `rmatbeg[i]` to `rmatbeg[i+1]-1` (or from `rmatbeg[i]` to `nzcnt -1` if `i=rcnt-1`). Each entry, `rmatind[i]`, indicates the column index of the corresponding coefficient, `rmatval[i]`. Unlike `CPXcopylp`, all rows must be contiguous, and `rmatbeg[0]` must be 0 (zero).
rowname	An array containing pointers to character strings that represent the names of the lazy constraints. May be NULL, in which case the new lazy constraints are assigned default names if the lazy constraints already resident in the CPLEX problem object have names; otherwise, no names are associated with the lazy constraints. If row names are passed to `CPXaddlazyconstraints` but existing lazy constraints have no names assigned, default names are created for them.