Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Custom branching function for CPLEX

    Posted 09/09/20 03:06 PM
    I am trying to implement a complex knapsack into CPLEX and it is currently taking a long time to solve optimally
    Is there a way of adding domain knowledge to the branching method in order to speed it up?

    I am using the python 3.7 cplex API and can post the optimisation problem if that helps

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    Mark Towers
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    #DecisionOptimization


  • 2.  RE: Custom branching function for CPLEX

    Posted 09/09/20 03:54 PM
    You can handle branching yourself, by adding a callback (Cplex.set_callback()) with the context mask set to the "branching" variable and a function that takes a context argument and calls make_branch() on it for each branch to be created.

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    Paul Rubin
    Professor Emeritus
    Michigan State University
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