Allow specified constraints to be added as cuts if violated
|Reported by:||hpwalton||Owned by:||hpwalton|
It can sometimes be very useful to add many constraints into a cut set in order to tighten an LP relaxation (for example). However, it can be a rather large set which may slow the LP down significantly if added a priori. Binding these as needed can significantly speed up solving LPs.
Allow normal FlopC++ specification of the constraint, but mark it (attribute on the constraint?) as a cut set. At runtime, instead of instantiating this to the normal constraint block, add them to appropriate Cgl structures. In turn, the Cgl structures will be added to the OsiSolverInterface?.