The advanced feature lazy constraints can be declared in a special section following the ROWS
and USERCUTS
sections. The title of this section is LAZYCONS
. The order of sections must be ROWS
USERCUTS
LAZYCONS
. The format of the LAZYCONS
section is the same as the format of the ROWS
section with this exception: the type must be one of E, L, or G; the row must not be ranged. For more information about lazy constraints and an example of an MPS file extended to include them, see User-Cut and Lazy-Constraint Pools in the ILOG CPLEX User's Manual.