Re: [Help-glpk] Lazy constraints with glpk?

[Andrew Makhorin]

> is there a way to use lazy constraints with GLPK? Say, I solve an
> integer program and find a suitable solution for a given set of  
> constraints. Then I want to check this solution against another set  
> of additional lazy constraints (lazy in the sense that they are not  
> part of the original formulation because there might be too many and  
> they are most of the time satisfied anyways) and if one of them is  
> violated, I would like to add a cut resulting from the violated  
> constraint, remove the solution and resolve/continue to solve the  
> program. Is there an elegant, efficient way to implement this using  
> the glpk-library? Is there any way to add constraints later while  
> solving?

There is no particular way to store lazy constraints in the problem
object. However, once you have solved the instance, you can simply
include additional constraints (i.e. rows) into the problem object and
then perform reoptimization using the dual simplex.