Decision Optimization

Decision Optimization

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


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  • 1.  Does a HeuristicCallback change any settings?

    Posted 06/24/10 03:02 PM

    Originally posted by: SystemAdmin


    Does the act of attaching a HeuristicCallback cause CPLEX to suppress any default heuristics or change any presolve settings? I have a Java program with an incumbent callback, to which I added a heuristic callback. The heuristic callback will try to inject a new solution fi and only if the incumbent callback sets a flag.

    On my test problem, the code without the heuristic callback hits at least one or two nodes where the incumbent callback sets the flags, and it's consistent (same outcome every time I run it). With the heuristic callback attached, the path through the search tree apparently changes and the flag never gets set -- which means the heuristic callback never does anything (just exits each time). So the heuristic callback does not actively change the search path, but its mere presence seems to do so (which makes debugging a problem).

    /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)
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  • 2.  Re: Does a HeuristicCallback change any settings?

    Posted 06/25/10 03:34 AM

    Originally posted by: SystemAdmin


    The mere presence of the heuristic callback (for other callbacks it is similar) already can influence the path in the search tree. Before going into the callback, we store the simplex basis, and after exiting, we restore it and solve the LP again (in 0 iterations) to restore the solution status.
    Thereby, you get at least one additional factorization, and due to numerical subtleties, it may happen that the solution of the freshly factorized basis is slightly different than what we had before. Then, branching may go differently, and so on...

    Tobias
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  • 3.  Re: Does a HeuristicCallback change any settings?

    Posted 06/25/10 11:03 AM

    Originally posted by: SystemAdmin


    I was afraid of that. Thanks, Tobias.

    /Paul

    It can't be helped; it must be done. So down with your breeches and out with your bum. (James Joyce)
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