Originally posted by: NSopt
Hello.
I am using CPXsetbranchcallbackfunc to solve binary problem.
Suppose we are at certain node in Branch and Bound tree and we need to solve LP to get lower bound.
Do you have any experience that following two cases make different LP relaxation result?
case 1) change the variable bound
e.g.) x_1 <= 0, x_2 <= 0 using
CPXbranchcallbackbranchbds
case 2) add a constraint
e.g.) x_1 + x_2 = 0 using
CPXbranchcallbackbranchconstraints
I think it's supposed to be same but it is not.
Same issue happens even I was changing the algorithms option(i.e., CPX_PARAM_SUBALG) for both cases.
Do you have any idea?
Thank you.
#CPLEXOptimizers#DecisionOptimization