# Lazy constraints & issues with presolve
**URL:** https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449
**Category:** Optimization (Mathematical)
**Tags:** question
**Created:** [February 20, 2024, 11:02am UTC](https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449 "2024-02-20T11:02:52Z")
**Posts on this page:** 4
**Page:** 1
### Author:  [@salvaguerrero](https://discourse.julialang.org/u/salvaguerrero)
#### Post date: [February 20, 2024, 11:02am UTC](https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449/1 "2024-02-20T11:02:52Z")
Good morning community,
I’m trying to use lazy constraints, but I’m finding some issues. I would like to solve a problem iterative
(benders decomposition) where in each iteration an additional constraint is added as lazy constraint. The issue that I’m facing is that in the first iteration the PRESOLVE is eliminating some variables that in the next iteration are going to be used in the lazy constraint.
I attached a dummy example where I got the same problem, It only works if the PRESOLVE is deactivated.
Any idea how to solve this issue? Maybe by telling the PRESOLVE not to eliminate a specific variable?
Thanks for everything.
```julia
model = Model(()->Xpress.Optimizer())
@variable(model, x >= 0)
@variable(model, y >= 0)
@variable(model, v >= 0)
@variable(model, z >= 0,Int)
@constraint(model, x+y >= 2)
@objective(model, Min, x+y+z+v)
set_optimizer_attributes(model, "HEURSTRATEGY" => 0)
#set_optimizer_attributes(model, "PRESOLVE" => 0)
optimize!(model);
println(" Execution is " * string(termination_status(model)))
println("x: ",JuMP.value(x), " y: ",JuMP.value(y)," z: ",JuMP.value(z)," v: ",JuMP.value(v))
function good_callback_function(cb_data)
v_val = callback_value(cb_data,v)
if v_val < 10
con = @build_constraint(v >= 10 )
MOI.submit(model, MOI.LazyConstraint(cb_data), con)
end
end
MOI.set(model, MOI.LazyConstraintCallback(), good_callback_function)
optimize!(model);
println(" Execution is " * string(termination_status(model)))
println("x: ",JuMP.value(x), " y: ",JuMP.value(y)," z: ",JuMP.value(z)," v: ",JuMP.value(v))
```
The logs:
```julia
FICO Xpress v8.8.0, Hyper, solve started 11:01:41, Feb 20, 2024
Heap usage: 2389KB (peak 2847KB, 5348KB system)
Minimizing MILP
Original problem has:
1 rows 4 cols 2 elements 1 globals
Presolved problem has:
0 rows 0 cols 0 elements 0 globals
LP relaxation tightened
Presolve finished in 0 seconds
Heap usage: 2391KB (peak 2847KB, 5348KB system)
Will try to keep branch and bound tree memory usage below 11.0GB
Starting concurrent solve with dual
Concurrent-Solve, 0s
Dual
objective dual inf
D 2.0000000 .0000000
------- optimal --------
Concurrent statistics:
Dual: 0 simplex iterations, 0.00s
Optimal solution found
Its Obj Value S Ninf Nneg Sum Dual Inf Time
0 2.000000 D 0 0 .000000 0
Dual solved problem
0 simplex iterations in 0s
Final objective : 2.000000000000000e+00
Max primal violation (abs/rel) : 0.0 / 0.0
Max dual violation (abs/rel) : 0.0 / 0.0
Max complementarity viol. (abs/rel) : 0.0 / 0.0
All values within tolerances
Starting root cutting & heuristics
Its Type BestSoln BestBound Sols Add Del Gap GInf Time
***Search unfinished*** Time: 0 Nodes: 0
Number of integer feasible solutions found is 0
Best bound is 2.000000
Uncrunching matrix
ERROR: XpressError(32): Subroutine not completed successfully, possibly due to invalid argument. Xpress internal error:
405 Error: Invalid column number passed to XPRSstorecuts.
Column number 2 is invalid.
Stacktrace:
[1] _check(prob::Xpress.XpressProblem, val::Int32)
@ Xpress ~/.julia/packages/Xpress/IPJtC/src/utils.jl:144
[2] macro expansion
@ ~/.julia/packages/Xpress/IPJtC/src/utils.jl:137 [inlined]
[3] optimize!(model::Xpress.Optimizer)
@ Xpress ~/.julia/packages/Xpress/IPJtC/src/MOI/MOI_wrapper.jl:2742
[4] optimize!
@ ~/.julia/packages/MathOptInterface/tWT4o/src/Bridges/bridge_optimizer.jl:376 [inlined]
[5] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.Bridges.LazyBridgeOptimizer{Xpress.Optimizer}, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}})
@ MathOptInterface.Utilities ~/.julia/packages/MathOptInterface/tWT4o/src/Utilities/cachingoptimizer.jl:325
[6] optimize!(model::Model; ignore_optimize_hook::Bool, _differentiation_backend::MathOptInterface.Nonlinear.SparseReverseMode, kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
@ JuMP ~/.julia/packages/JuMP/KiENn/src/optimizer_interface.jl:439
[7] optimize!(model::Model)
@ JuMP ~/.julia/packages/JuMP/KiENn/src/optimizer_interface.jl:409
[8] top-level scope
@ REPL[151]:1
```
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [February 20, 2024, 6:27pm UTC](https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449/2 "2024-02-20T18:27:46Z")
This looks to be the same bug as [Possible bug in lazy constraints · Issue #191 · jump-dev/Xpress.jl · GitHub](https://github.com/jump-dev/Xpress.jl/issues/191).
> It only works if the PRESOLVE is deactivated.
> Any idea how to solve this issue?
Just disable presolve, or do `set_attribute(model, "MIPDUALREDUCTIONS", 0)`
---
### Author:  [@salvaguerrero](https://discourse.julialang.org/u/salvaguerrero)
#### Post date: [February 21, 2024, 9:14am UTC](https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449/3 "2024-02-21T09:14:54Z")
Thanks for the quick answer, my problem is that I’m not able to disable Presolve, as the real problem that I’m solving is too big. I have tried `set_attribute(model, "MIPDUALREDUCTIONS", 0)` but the solver says the problem is INFEASABLE when I set the lazy constraints when in reality it is feasible.
---
### Author:  [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [February 21, 2024, 7:32pm UTC](https://discourse.julialang.org/t/lazy-constraints-issues-with-presolve/110449/4 "2024-02-21T19:32:55Z")
For now, I don’t have any other suggestions. I need to take a look at how callbacks are managed in Xpress.jl. It seems there are a few issues.