I am trying to insert user cuts and lazy constraints in a mixed-integer linear programming model. I am putting the functions in separate files from the main model. An illustrative example:
function valid_inequality(cb_data)
con = @constraint([i in 1:m,j in 1:n, k in 1:n], sum(X[i,j,k,l] for l in 1:s)<=1)
MOI.submit(model, MOI.UserCutCallback(), con)
end
in the main file:
MOI.set(model, MOI.UserCutCallback(), valid_inequality)
And Julia is returning:
UndefVarError: i not defined
The examples of user cuts and lazy constraints in the JuMP documentation does not present decision variables with several indices.
Thanks in advance,
Bruno