Originally posted by: rocarvaj

Hello,
I would like to know how are the values returned by CPXgetcallbackpseudocosts computed by CPLEX. Are they pseudocosts computed in a standard way (with strong branching initialization), or by using reliability branching or something else?

Thanks in advance,
Rodolfo

Originally posted by: gtoptimizer

I don't know for sure, but my experience with this function in practice is the following:

• If you use CPLEX's strong branching by setting CPX_PARAM_VARSEL to CPX_VARSEL_STRONG, the values returned by CPXgetcallbackpseudocosts make use of the strong branching computations, and the pseudo costs are useful early on
• Otherwise, CPXgetcallbackpseudocosts first returns 0.0001 for all variables, up and down, which seems like no special initialization was made.

However, according to this thread, setting CPX_PARAM_VARSEL to CPX_VARSEL_PSEUDO does indeed result in initialization by reliability branching.

Originally posted by: rocarvaj

Well, maybe my question has been already answered.

As gtoptimizer points out, from this thread (and also from this book chapter) pscosts are computed using reliability branching. From what I see and from this thread, I think pseudocosts are always initialized using strong branching.

Thanks,
Rodolfo