Can I implement lazy constraints from OPL Script?
This is currently not possible to add lazy constraints from OPL Script.
As an alternative you can use extending script functionality by using external Java calls.
From the Concert APIs you can also use IloCplex::LazyConstraintCallbackI/IloCplex::CutCallbackI (C++) or IloCplex.CutCallback (JAVA), or Cplex.CutCallback (.NET) to implement lazy constraints. You will find more information and examples of implementing callbacks in the documentation.