Many thanks for the suggestion. I will try to contact them.
Alternatively to cplexAPI, I also tried to solve the problem by writing the MIP model in OPL (which can be used in R by external call), but I also could not implement neither the callbacks nor another alternative strategy able of getting a set of internal feasible solutions of the branch and bound tree (not only the optimal solution of the MIP model). OPL is an IBM product, right? In that case, can you help me?