Decision Optimization

Decision Optimization

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

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  • 1.  Using CPLEX tree to solve Mixed-Integer Problem

    Posted Sun October 21, 2012 06:49 PM

    Originally posted by: SystemAdmin


    Hello every body, hope all is well.

    I am implementing a branch and cut algorithm for solving a mixed-integer program. I'm going to add some constraints which I create them from an special set. I want to use CPLEX tree instead of implementing my own tree but I need to add the constraints which I create them form an special set in each node. Can I do that? Is there any body who has done that before? I appreciate all your helps.

    Bests,
    Esmaeel
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Using CPLEX tree to solve Mixed-Integer Problem

    Posted Sun October 21, 2012 11:13 PM

    Originally posted by: Laci Ladanyi


    You need to use that usercut and/or lazyconstraint callbacks. Look at the admipex5.c example (or the corresponding examples in the other supported APIs), and you can find the documentation at http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r4/index.jsp.

    --Laci
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Using CPLEX tree to solve Mixed-Integer Problem

    Posted Mon October 22, 2012 04:18 AM

    Originally posted by: SystemAdmin


    If you need to add the constraints at each node then using a branch callback is another option. That might be a little simpler than a user cut or lazy constraint callback -- provided that adding the constraints at each node is the correct thing to do.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Using CPLEX tree to solve Mixed-Integer Problem

    Posted Mon October 22, 2012 11:50 AM

    Originally posted by: Esmaeel


    Thanks for your answer. I'll try it and see what will happen.
    #CPLEXOptimizers
    #DecisionOptimization