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Is it possible to have PuLP interface with a sub-problem?
An example of where this might be useful is if you require some additional feasibility check which cannot easily be formulated using linear programming.
The way I imagine it, this additional check would inform cuts in the branch-and-bound algorithm.
I have had a look at the PuLP documentation but couldn't see anything obvious. If it's not possible, how might one approach this kind of problem?
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Hi all,
Is it possible to have PuLP interface with a sub-problem?
An example of where this might be useful is if you require some additional feasibility check which cannot easily be formulated using linear programming.
The way I imagine it, this additional check would inform cuts in the branch-and-bound algorithm.
I have had a look at the PuLP documentation but couldn't see anything obvious. If it's not possible, how might one approach this kind of problem?
Thanks!
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