Decision Optimization

Decision Optimization

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Branching Callback and Integer Feasibility

  • 1.  Branching Callback and Integer Feasibility

    Posted Fri October 10, 2008 08:26 AM

    Originally posted by: SystemAdmin


    [Sylvain said:]

    When using a Branch Callback, can we branch on any variable whatever the function getFeasibility() returns on this variable ?

    I am using the Concert technology in C++.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Branching Callback and Integer Feasibility

    Posted Wed October 15, 2008 07:58 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    I don't think CPLEX will prohibit branching on variables which are not IloCplex::ControlCallbackI::Infeasible, but you must be careful.  If the variable is ImpliedFeasible, this means the variable has been removed by presolve.  Presolve may have fixed it or presolve may have set it equal to some combination of other variables.  If it has been fixed, branching on it won't do anything.  If it has been set equal to a combination of other variables, the branch will be carried out by adding constraints on the combination of variables, which is more expensive than doing bound changes.  Branching on Feasible variables can undo previous branches or replicate other branches.


    #CPLEXOptimizers
    #DecisionOptimization


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