Originally posted by: Marco Tulio Rodrigues

Hi,

I have a quadratic model (quadratic objective function) with integer variables. I implemented a cutting plane algorithm which is supposed to be called each time an integer solution is found (by using lazy constraints callback). However, this algorithm is never executed during the model solving, then these constraints are never added to the model. Is this a particular case of quadratic models? Is there a way to force CPLEX to use branch-and-bound on quadratic models so the lazy constraints callbacks are called on each integer node?

Thanks,
Marco

Originally posted by: Marco Tulio Rodrigues

Does anyone have a clue about this?

If you have integer variables then your model is a MIP and the lazy constraint callback should be invoked if one is present.

Can you share the log output? Can you also share your code? Or at least the part that registers the callback and starts the solve?

Originally posted by: EdKlotz

In addition to Daniel's requests, I think you can answer one of your own questions with a simple test.   Comment out the part of your code that builds the quadratic part of the objective, and run the program.    Does the program call the lazy constraint callback case, or not?    Also, when you say that your cutting plane algorithm is not executed, did you confirm that the lazy constraint callback is not called, or just that you don't see your cutting planes being added?   By doing a few simple tests like this, you can narrow down the source of the trouble, or maybe even resolve the issue completely.