Adding local lazy constraints in Gurobi with JuMP v0.18

Specific Domains Optimization (Mathematical)
1

Hi all,
I am using JuMP v0.18. I want to locally add lazy constraints but when I setting localcut to true I get the following error

MethodError: no method matching cbaddlazylocal!(::Gurobi.GurobiCallbackData, ::Array{Int32,1}, ::Array{Float64,1}, ::Char, ::Float64)

Is there any method to fix this?

Thanks so much

2

Local lazy constraints are not supported by the Gurobi.jl wrapper.

Note that in JuMP 0.19, solver-independent callbacks have been removed. We will be discussing a replacement next week at JuMP-dev III.

3

Thank you for your reply. I will try it on Cplex before callbacks are supported by JuMP 0.19.