Decision Optimization

Decision Optimization

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


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  • 1.  MIPInfoCallback

    Posted 02/17/10 11:24 AM

    Originally posted by: EricCPLEX


    Hi,

    With CPLEX 10, I used an Incumbent Callback to save each
    integer feasible solution found by cplex during a MIP
    optimization (I use C++ concert technology).

    Now, with CPLEX12.1, I would like to do the same, but with
    dynamic search and parallel optimization. Since Control
    callbacks (such as IncumbentCallbacks) are incompatible
    with dynamic/parallel search, I tried to replace them by a
    MIPInfoCallBack to check (with hasIncumbent() method) if the
    current node gives an integer feasible solution. When the
    algorithm calls the callback MIPInfoCallBack, everything
    works fine and I have the opportunity to save my solution.

    The problem is the algorithm doesn't call the MIPInfoCallback
    at each node and I lose several integer feasible solutions.

    On page 838 of the user's manual, it is announced that "The
    algorithms call an informational callback when the algorithm
    finds it appropriate; for some algorithms , an informational
    callback is called at every node; for other algorithms, an
    informational callback is called at convenient points in the
    progress of the algorithm." Is it possible to tell cplex
    to call my MIPInfoCallback at every node ?

    Thanks for you help !
    Eric
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    #OPLusingCPLEXOptimizer