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Lazy constraints in CPLEX and Gurobi #1381

@bernalde

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@bernalde

According to the documentation the only MIP solver that implements lazy constraints is SCIP:

// *** This is only supported for SCIP and has no effect on other solvers. ***

But reading through the code of linear_solver.cc it looks as if the condition is passed in the MakeRowConstraint function:
ct->set_is_lazy(ct_proto.is_lazy());

Is there any reason for it not to work with the other solvers?
My application relies on Lazy constraints and not being able to use them with these solvers may lead me not to use the or-tools interface.

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Feature RequestMissing Feature/WrapperSolver: CPLEXCPLEX Solver related issueSolver: GurobiGUROBI Solver related issueSolver: Linear SolverRelated to all Linear Solver (GLOP, BOP, CBC etc...)

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