Originally posted by: Quazi_R

Hi,
In my problem of solving a LP using CPLEX, I need access to the simplex multipliers and create the entering column myself.
I suspect I have to use a callback utility. I am hoping to do that in C or, failing that, in Java.

1) How can I stop CPLEX after each iteration of the revised simplex method and extract the simplex multipliers values?
2) How can I specify the Entering Column and carry out the next iteration?

Thanks in advance for your help.
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Originally posted by: SystemAdmin

You need to use the pivoting interface: CPXpivot(), CPXpivotin() and/or CPXpivotout().

Could you please explain in a bit more detail what you are trying to do? In order to use the pivoting interface you really need to understand the details of the simplex algorithm.

If you just want to do column generation, then it is usually better to just call CPXprimopt() or CPXdualopt(), query the duals, add new columns with CPXaddcols(), and resolve with CPXprimopt().

Tobias
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#DecisionOptimization

Originally posted by: Quazi_R

Thanks
Let me go through your suggessions and I will get back to you.
Thanks again.
Quazi
#CPLEXOptimizers
#DecisionOptimization