Originally posted by: SystemAdmin

Howdy,

I've been working on an implementation of Benders directly in the ILOG scripting language. Now I want to take control of the b&b process to go to the subproblem anytime an integer solution is found. I understand that I can do this via Callbacks and Goals but what I can't figure out is if these options are available directly from scripting.
In the subproblem I'll check if the solution is feasible (no TSP subtours) and run another specialized subproblem. I have the model up and running, but currently only generate cuts after an optimal solution is found. I want to go to the sub every time a integer solution is found and then continue on the same b&b with the new cuts.

Thanks!

Jason
#DecisionOptimization
#MathematicalProgramming-General