Decision Optimization

Decision Optimization

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


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  • 1.  Heuristic callback

    Posted 03/05/12 11:11 PM

    Originally posted by: amindehghanian


    Hello,

    A quick question, how often a heuristic call back is invoked?
    According, to CPLEX help, it should be invoked at each node with non-integral solution?

    Thanks,
    Amin
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Heuristic callback

    Posted 03/06/12 04:47 AM

    Originally posted by: SystemAdmin


    The heuristic callback is called at each round of the root node cut loop, and once at each node with feasible LP solution (i.e., LP is neither infeasible nor hit the objective cutoff). This means the callback is also invoked on LPs with an integral solution.

    Tobias
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Heuristic callback

    Posted 04/01/13 11:18 AM

    Originally posted by: SystemAdmin


    Hello,

    Is there a way to not invoke heuristic callback at the root node but only at other nodes?

    Regards,
    Vivek.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Heuristic callback

    Posted 04/02/13 04:35 PM

    Originally posted by: SystemAdmin


    I doubt it, but you can check inside the callback whether you are at the root and, if so, just exit with minimal harm done.

    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)
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Heuristic callback

    Posted 04/03/13 02:08 AM

    Originally posted by: SystemAdmin


    Hi Paul,

    Thanks. I was hoping to use 'wherefrom' to decide if the heuristic was called from a root node or other nodes. But it seems for heuristic callbacks, only value it would have is "CPX_CALLBACK_MIP_HEURISTIC".

    As per the docs:

    wherefrom

    An integer value reporting at which point in the optimization this function was called. It has the value CPX_CALLBACK_MIP_HEURISTIC for the heuristic callback.

    Regards,
    Vivek.
    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Heuristic callback

    Posted 04/04/13 06:09 PM

    Originally posted by: SystemAdmin


    In C, I think you should be able to invoke CPXXgetcallbacknodeinfo and use it to get either CPX_CALLBACK_INFO_NODE_DEPTH, CPX_CALLBACK_INFO_NODE_SEQNUM or CPX_CALLBACK_INFO_NODE_NODENUM, all of which I believe are 0 at the root.

    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)
    #CPLEXOptimizers
    #DecisionOptimization


  • 7.  Re: Heuristic callback

    Posted 04/05/13 02:34 AM

    Originally posted by: SystemAdmin


    Thanks Paul!

    Regards,
    Vivek.
    #CPLEXOptimizers
    #DecisionOptimization