I am trying to write a user defined cut generation process. I meet the following problem, can you guys help me on this?
Suppose I am solving an optimization problem, whose input is a matrix
I formulate the problem in JuMP and try to solve it with gurobi,
model = Model( solver = GurobiSolver( ) ) @variable( model , x ) @constraint...
It is a integer programming problem, and I want to add some problem specific cuts.
function MyCutGeneration( cb ) xx = getvalue( x ) @usercut( cb , ... )
The value of variables in
model can be accessed easily, but my cut generation process requires the original matrix
W, which is not known to the cut generation function. Simply tries
function MyCutGeneration( cb , W )
does not work, it still says
W is not defined. How to make the original matrix available to cut generation function?
Can anyone help me on this? Thanks in advanced!