Originally posted by: SystemAdmin

Hi,

Is there a way to count the number of times an incumbent solution comes from a Cplex heuristic as opposed to an integer node LP ?

One way I can think of is writing a node callback and checking whether an integer solution (if found) will be set as incumbent ? In this case, is it guaranteed that Cplex will not call its own heuristic to "polish" off or improve the solution ?

Perhaps, I could write a node and incumbent callback and set a global flag to denote integer node LP.

Ideally, I would prefer implementing it solely within a Incumbent callback to avoid calling at each node.

Thanks,
Akshay.
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Originally posted by: John Cui

IMO, you can parse CPLEX log to get this kind information.

John Cui
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Originally posted by: SystemAdmin

The C++ and Java APIs have a method (getSolutionSource()) that you can call from an incumbent callback. The version 12.3 docs just say that the Java version returns an integer, but the C++ version returns an enumeration with domain {NodeSolution, HeuristicSolution, UserSolution} (so I assume that's also what the Java method is returning). This may exist in other APIs as well.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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Originally posted by: SystemAdmin

Thanks Paul, I just checked the manual for 12.4 and it has the method you mention. I guess it wasn't available in version 12.2 and prior.
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Originally posted by: SystemAdmin

You might be right. I found it in the 12.3 reference manual, but I don't recall seeing it prior to that.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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#DecisionOptimization