Decision Optimization

Decision Optimization

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  • 1.  use Generic callback to add user cuts

    Posted 08/21/19 05:08 PM

    Originally posted by: VincentWang2020


    Hi,

    I'm using CPLEX 12.9 as an MILP solver. When I was experimenting with the generic callback, I had a problem. When I retrieve the relaxation solution using the function CPXXcallbackgetrelaxationpoint(), some binary variables achieved negative values (not tolerance error). I also check the local lower bounds. It turns out that the lower bounds are zero. Attached is my callback code. Did I do something wrong here? Does someone have any thought on this? Thanks in advance!

     

    Best,

    Vincent.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: use Generic callback to add user cuts

    Posted 08/22/19 01:38 AM

    Your code looks correct, so this may be a bug in CPLEX. Can you share a minimal working example that reproduces the issue?


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    #DecisionOptimization


  • 3.  Re: use Generic callback to add user cuts

    Posted 08/22/19 12:00 PM

    Originally posted by: VincentWang2020


    Hi Daniel,

     

    thanks for your reply. Unfortunately, I cannot provide a minimal working example since it entails many .cpp and .hpp files. I will check my code again and make sure my implementation itself is not buggy.

     

    Best,

    Vincent.


    #CPLEXOptimizers
    #DecisionOptimization


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