Decision Optimization

Decision Optimization

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


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  • 1.  how to implement branch and cut by CPLEX

    Posted 06/05/08 07:06 AM

    Originally posted by: SystemAdmin


    [leo said:]

    I want to implement the branch and cut by CPLEX. Is there any general framework for runing branch and cut in CPLEX? 
    Additionally, I have to manage the procedure. That is to say I want to add my own cuts at each node(subproblem), which are not added automatically by the CPLEX. After adding my own cuts, we call the CPLEX to solve the subproblem.


    Thanks.

    Leo
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  • 2.  Re: how to implement branch and cut by CPLEX

    Posted 06/08/08 11:26 PM

    Originally posted by: SystemAdmin


    [b_ayar said:]

    Hi,Leo

    I have a similar problem like your second problem. i want to learn  how to add user defined cuts to solution process of Cplex. If you will reach any info, can you share it with me? Of course, if I will have, I send it to you..
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  • 3.  Re: how to implement branch and cut by CPLEX

    Posted 06/09/08 02:36 PM

    Originally posted by: SystemAdmin


    [oussedik said:]

    Hi,

    To add cuts you need to use a user cut callback (IloCplex.UserCutCallback), you can look at the example AdMIPex5 that is provided in Java, C++, .Net with CPLEX.

    In general, you can customize B&C using callbacks by creating your own class that extends the callback you want to use and write your own logic in it, then you use cplex.use(yourclass) to declare it to CPLEX.

    Notice also that callbacks other than informational callbacks (introduced in CPLEX 11) are not compatible with CPLEX dynamic search (introduced in CPLEX 11), so when other callbacks than Informational callbacks are used, CPLEX uses classical B&C and not dynamic search for the resolution.

    Sofiane

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