Decision Optimization

Decision Optimization

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

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  • 1.  Is force branch possible from Cut-Callback

    Posted Wed December 15, 2010 08:45 AM

    Originally posted by: Stidsen


    Hi

    I have made a specialized Branch-and-Cut algorithm, using Cplex-callbacks (straight
    C, not Concert).

    My specialized Branch Callback seems really efficient. In the CutCallback I can detect
    if a branch will be efficient, and hence I would like to be able
    in the Cut-Callback to signal to Cplex: Please perform a branch ?

    Does anybody know if this is possible and if yes, how ?

    Best Regards Thomas Stidsen

    PS: Thanks to Tobias Achterberg and Daniel for quick posts on my previous question ...
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Is force branch possible from Cut-Callback

    Posted Wed December 15, 2010 08:58 AM

    Originally posted by: SystemAdmin


    Not sure if I got you correctly. What are you trying to achieve? Do you want to abort the cut loop immediately (because you know that branching will be more efficient than generating further cuts)? Or do you want to make sure that CPLEX performs a particular branch?
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Is force branch possible from Cut-Callback

    Posted Wed December 15, 2010 09:03 AM

    Originally posted by: Stidsen


    Hi Daniel

    Yes I want to abort the cut loop. In the Cut loop, I can test how efficient
    this specialized branch would be, so if I can force Cplex to stop generating
    more cuts and then go directly to the branch-callback which I have defined to
    make the customized branch ...is that possible ?

    Again: Thanks for a very speedy reply Danie !!!

    Best Regards Thomas
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Is force branch possible from Cut-Callback

    Posted Wed December 15, 2010 11:22 AM

    Originally posted by: SystemAdmin


    I am afraid, it is not possible to abort the cut loop from a cut callback.
    I cannot even think of a hack to achieve that.
    I first thought that you might implement your own cut loop in a solve callback but this is not possible as you cannot add cuts in the solve callback.
    So I really do not see any way. Sorry about that.
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Is force branch possible from Cut-Callback

    Posted Thu December 16, 2010 03:26 AM

    Originally posted by: Stidsen


    Hi Daniel

    Ok, thanks again for your speedy reply.

    Best Regards Thomas
    #CPLEXOptimizers
    #DecisionOptimization