Decision Optimization

Decision Optimization

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

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  • 1.  Help needed about callback

    Posted Sat September 24, 2011 10:27 AM

    Originally posted by: JDalal


    Hi all,

    I am new to concert technology. I have coded to model and solve a large MIP problem, which takes more than a day to solve to optimality. I am trying to set one or some combination of following stopping criteria:
    (1) runtime, say 3600 sec, (2)no. of iteration, (3) optimality gap.
    Initially I was trying to implement the logic in C++ code, but found in this forum that callbacks are there for this same purpose.

    While looking at the example in "CplexHome/examples/src/ilomipex4.cpp", I found some functions like getIncumbentObjValue(), getBestObjValue(), getNremainingNodes() etc. have been used in the callback function implementation.

    My question is : where can I find these list of functions already available? Is there any documentation listing those functions and what they do?

    Thanks in advance.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Help needed about callback

    Posted Sat September 24, 2011 10:50 AM

    Originally posted by: SystemAdmin


    The reference documentation for CPLEX is available online.
    For CPLEX 12.2 it is here: http://publib.boulder.ibm.com/infocenter/cosinfoc/v12r2/index.jsp.
    For CPLEX 12.3 it is here: http://publib.boulder.ibm.com/infocenter/cosinfoc/v12r3/index.jsp.
    Look at CPLEX->CPLEX C++ reference manual->optim.cplex.cpp->Classes->IloCplex::MIPInfoCallback. This is the callback you can use to implement a complex stopping criterion.
    If you only one to set one of the stopping criteria you listed then you should use parameters, see the Parameter reference manual.
    The parameters you need IloCplex::TiLim, IloCplex::ItLim (or better IloCplex::NodeLim) and IloCplex::EpAGap/IloCplex::EpGap.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Help needed about callback

    Posted Sat September 24, 2011 12:09 PM

    Originally posted by: JDalal


    Thanks a lot for the ref links. Help appreciated.
    #CPLEXOptimizers
    #DecisionOptimization