Originally posted by: billtc

Can I solve another linear programming (with different objective and constraints, the coefficients may relate to the original problem) in the callback function (say, usercutcallback, branchcallback) of the original problem? I tried in C++ API but it terminate by itself.

btw I am using cplex 12
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: billtc

Thanks~
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Yes, you can solve an auxiliary problem within a callback, as long as whatever you are doing does not change anything belonging to the problem to which the callback is attached.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

To be a little more precise: You should use a new instances of IloEnv and IloCplex to do that.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

You need new instances of IloModel and IloCplex. Do you really need a new instance of IloEnv? That would require all new variables and all new constraints.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
#CPLEXOptimizers
#DecisionOptimization