Originally posted by: LuisBicalho

Hello, everyone!

I'm implementing a Benders-like algorithm using Lazy and UserCut callbacks,  where I generate optimality cuts and GSECs. I am using CPLEX 12.5 with C++ API.

I'm able to strengthen some particulars GSECs with subproblems information. However, I don't know how to modify a cut (set coefficients and UB) previously added by callbacks, during the optimization process. 

Anyone knows how to do this?

Thanks in advance.

There is no way to modify a cut once you added it from a callback. What you can do is to mark the cut as purgeable when adding it and later add the tighter cut as a new cut.

Originally posted by: LuisBicalho

Thank you, Daniel.