Decision Optimization

Decision Optimization

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


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  • 1.  cutcallback via matlab

    Posted 06/04/12 08:53 AM

    Originally posted by: SystemAdmin


    Hi,

    I am using cplex via matlab to solve a mixed interger quadratic problem which has the form
    min x'Qx+c'x s.t. Ax<=b, x binary.

    Now I want to add some cutting plane when a relaxation is solved at each node. Thus, the cutting plane are generated
    based on the solution of the relaxation and therefore dynamically. It is said in the Manual of Cplex that this can be done by "cutcallback". I do not know how to use the cutcallback. In the examples for matlab toolbox, there is only an example of "infocallback". Can you kindly give me an example of "cutcallback" on matlab?

    Best wishes

    xjz
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: cutcallback via matlab

    Posted 06/04/12 10:12 AM

    Originally posted by: Eumpfenbach


    Matlab only has infocallbacks. You can get information about the search, but can not effect it.

    If you prefer Matlab and really want to do this, I suggest python with the numpy module. It does most of the same things, you will just have to adjust to the syntax/environment.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: cutcallback via matlab

    Posted 06/05/12 02:32 AM

    Originally posted by: John Cui


    As Eumpfenbach said, currently, our matlab interface don't support cut callback, we only support info callback.
    But we will support it in future release.

    John Cui
    #CPLEXOptimizers
    #DecisionOptimization