Originally posted by: amindehghanian

Hi,

At each node of the search tree, I have some new information and I can update upper bound of my variables. However I don't know how this idea can be

implemented efficiently other than using cutcallback?

Thanks,

Cut callback or branch callback seem to me to be the only options (with cut callback preferable). Also, you will only be able to tighten the bounds, not loosen them.

Paul

Originally posted by: amindehghanian

Hi Paul,

I am currently doing this using cut callback, but the problem is when I want to reach the upper bounds in the offspring nodes, CPXgetcallbacknodeub does not return the updated upper bounds.

Do you know how I can get rid of this issue?

Thanks,

How are you changing the upper bounds? If you add a cut of the form x <= u, that does not change the upper bound of x to u; it just adds a constraint. (So the fetched value of the upper bound of x will typically not be u.) To change the upper bound itself, I think you need to use CPXbranchcallbackbranchbds inside a branch callback.

Paul