Decision Optimization

Decision Optimization

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

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  • 1.  Adding user cuts in CPLEX

    Posted Mon February 22, 2010 07:51 PM

    Originally posted by: vishalovercome


    Hello,
    I am completely new to CPLEX and am having difficulty figuring out what function calls to make to do my assignment. Specifically, I would like to add user cuts to my integer program. However, I would like to these to be local cuts. What's more, the equation of the cutting plane is not known beforehand. Once, I obtain a solution, I would like to test whether the solution is cut off by one of the cutting planes, whose equation depends not only the variables picked, but also on the variables yet to be picked. If the current solution satisfies one of the several planes(where do implement this code?), then I would like to add this to my list of cuts. I have read the manual and it says that I have to use the CPXusercutcallback along with a couple of other functions. I have also gone through the codes that come along with CPLEX, but am still clueless. Can you let me know how to go about it? If you do, then can you present your solution as an algorithm rather than a description(which I can get from the manual anyway!), since more than the functions, I am confused about what aspect should be implemented in which user defined function.

    Thanks,
    Vishal
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