Originally posted by: sdjena

Hi,

I am facing an issue with CPLEX, implementing a B&C with cut callbacks via CPXcutcallbackadd. Given a continuous variable p <= 0, at a point y = 92.849607920 of a non-linear curve (LN(F(x), where F(x) is a normal CDF), I am adding:

p <= y *(-5.9237518899) + 0.0546110467

which should limit p to the value -0.85313761569872903133 at y = 92.8496079201.

However, CPLEX does not respect this constraint, comes up p = -0.8518402117 at the same point y = 92.8496079201 again and adding the same cut as above.

Any ideas? May that be related to the precision of the values?

Many thanks in advance!