MathOptLazy.jl is an experimental meta-solver for problems with lazy constraints.
MathOptLazy.jl is licensed under the MIT License.
If you need help, please ask a question on the JuMP community forum.
If you have a reproducible example of a bug, please open a GitHub issue.
Install MathOptLazy using Pkg.add:
import Pkg
Pkg.add("MathOptLazy")Use MathOptLazy.jl with JuMP as follows:
using JuMP
import HiGHS
import MathOptLazy
model = Model(() -> MathOptLazy.Optimizer(HiGHS.Optimizer))
@variable(model, x[1:10] >= 0)
@constraint(model, [i in 1:10], x[i] <= 1, MathOptLazy.Lazy())Control the algorithm used to handle the lazy constraints by setting the
MathOptLazy.Algorithm attribute. See the docstring for details. The supoprted
values are:
MathOptLazy.Iterative()[default]MathOptLazy.Callback()
See their docstrings for details.