I repost this here for conveniece
Dear all,
when using pure Jump model i exensively use the lazy attribute with some cns using Gurobi as a solver with the syntiax
MOI.set(MyMod, Gurobi.ConstraintAttribute(“Lazy”), CnsName, K)
where K is 1/2 or 3 depending on the Gurobi possibilities. Besides the need to indexing single constraint in for loops, i receive an error using the same approach within a certain Bilevel problem using BilevelJump.
Question is: is it possible to do that kind of attribute setting, or the BJump interface does not enable it?
Regards,
Fabrizio