Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  User defined node algorithm?

    Posted 02/21/15 04:43 PM

    Originally posted by: yyuan.tli


    Hi all,
    I intend to implement a branch-and-cut based on semi-definite programming relaxation instead of linear programming relaxation. Is it possible to use the CPLEX framework that at each node I call a self-defined algorithm to solve a SDP relaxation subproblem? Thanks a lot!

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: User defined node algorithm?

    Posted 02/24/15 01:35 AM

    The closest you can get is to use a solve callback. However, this still requires you to solve the linear relaxation. CPLEX does not allow to use a different relaxation at the nodes.


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: User defined node algorithm?

    Posted 02/24/15 03:00 PM

    Originally posted by: yyuan.tli


    Thank you so much for your response.


    #CPLEXOptimizers
    #DecisionOptimization


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