Decision Optimization

Decision Optimization

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Tailered branch and bound with .Net API

  • 1.  Tailered branch and bound with .Net API

    Posted Thu August 01, 2019 11:24 AM

    Originally posted by: SocialMan


    Hi, I have an MILP model difficult to solve and I find some interesting characters of the model. According to the variables being fixed in each node of the branch tree, I can arbitrarily determine the values of some other integer variables. I thought this could help the optimizer speed up the branch and bound procedure. How can I embed this logic into the branch and bound algorithm provided by the Cplex? This is like a branch and cut algorithm that I can add a customized cut in each node. By the way, I use the .Net API to formulate the model. 

    Thank you!


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Tailered branch and bound with .Net API

    Posted Fri August 02, 2019 02:28 AM

    You are looking for the BranchCallback. This allows you to specify what bound changes/cuts consitute a node. See the examples AdMIPex1.cs and AdMIPex3.cs that ship with CPLEX.


    #CPLEXOptimizers
    #DecisionOptimization


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