Originally posted by: JimDan

Dear all,

I am solving an LP via C callable library. I am trying to access information pertaining to the primal simplex after each simplex iteration.

First, I have a routine that sets as the starting basis all artificial variables with high cost. Each such variable has a single +1 entry in the constraint matrix corresponding to each constraint. Artificial variables are indexed original_var and above. ncol is the total number of variables including artificial variables.

 void setoriginalbasis(){
   for (int i = 0; i < ncol; i++) {
        if (i < original_var)
                cb.cstat[i] = CPX_AT_LOWER;
        else
                cb.cstat[i] = CPX_BASIC;
    }
    for (int i = 0; i < nrow; i++)
        cb.rstat[i] = CPX_BASIC;
    int retval = CPXcopybase(env, lp, cb.cstat, cb.rstat);
}


Then, I have

CPXsetlpcallbackfunc(env, callback, NULL);

Then, I have a user defined call back function as below:

static int CPXPUBLIC callback(CPXCENVptr env, void *cbdata, int wherefrom, void *cbhandle) {
        std::cout << "Into Callback" << std::endl;
        CPXLPptr lp;
        CPXgetcallbackinfo(env, cbdata, wherefrom, CPX_CALLBACK_INFO_USER_PROBLEM, &lp);
        int ncol = CPXgetnumcols(env, lp);
        int newcstat[MAXCOL];
        int retval = CPXgetbase(env, lp, newcstat, NULL);//However, when I access newcstat here, 
                                                       //there is no change iteration to iteration

                   CPXgetcallbackinfo(env, cbdata, wherefrom, CPX_CALLBACK_INFO_PRIMAL_OBJ, &objval);

               //other stuff

}

When I examine newcstat the last line in callback is executed, it has the same stuff that I originally set in setoriginalbasis. This is even though objval (which stores the objective function value after each iteration keeps changing.

Is there any different function I need to use to access which variables are currently basic?

Thanks.

Originally posted by: RWunderling

That is not supported.  The only function you can call within an lp callback is CPXgetclallbackinfo()

http://www.ibm.com/support/knowledgecenter/SSSA5P_12.6.3/ilog.odms.cplex.help/refcallablelibrary/cpxapi/getcallbackinfo.html

The reason is that other functions expect all data internal structures to be setup for a final solution, which is not done during the course of the algorithm for performance reason.

Roland

Originally posted by: JimDan

Roland,

Thanks.

I have the following work around for now.

CPXsetintparam(env, CPX_PARAM_ITLIM, 1);
status = CPXsetlpcallbackfunc(env, callback, NULL);
while (true) {
        CPXPrimopt(env, lp)
        if (CPXgetstat(env, lp) != 10) {
            break;
        }
}

This is sufficing for my purposes for now.