Decision Optimization

Decision Optimization

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


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  • 1.  Ilog cplex c++ branch and bound

    Posted 02/29/12 11:47 AM

    Originally posted by: clemsonmacrone


    Hello I am trying to write two different programs each using a unique branch
    and bound technique to solve an integer program.

    First program, I need to be able to set multiple variables to zero.(I am
    using boolean variables)

    Second program, I need to be able to add a new constraint to the relaxed lp
    such that a specified sum of a specific set of variables is less than or equal to zero
    (greater than or equal to 1 for second branch).

    From the Iloadmipex1.cpp example they used
    makeBranch(varsbestj, xbestj, IloCplex::BranchUp, getObjValue());
    makeBranch(varsbestj, xbestj, IloCplex::BranchDown, getObjValue());

    but his only shows how to add a constraint that branches a single variable up
    or down.

    Any help would be greatly appreciated!

    thanks
    Cam
    #DecisionOptimization
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  • 2.  Re: Ilog cplex c++ branch and bound

    Posted 02/29/12 01:02 PM

    Originally posted by: SystemAdmin


    Please take a look at the reference documentation for class IloCplex::BranchCallbackI which is the super class of any branch callback. There are several overloads for function makeBranch(), including some that allow specifying multiple variables or even constraints to define the new node.
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