Decision Optimization

Decision Optimization

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  • 1.  Can I modify RHS of node LP in cut callback?

    Posted Wed June 23, 2010 03:05 PM

    Originally posted by: QiuFeng


    Hi All:
    I'm trying to modify the RHS of some constrains in the node lp, after I obtain the information of the current node (like which variable is fixed at this node). Can I just get access to the node lp and use CPXchgrhs to change the RHS of some certain constrains? I want all the subsequent children nodes to have the same modified RHS.
    Would this be safe? Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Can I modify RHS of node LP in cut callback?

    Posted Wed June 23, 2010 04:05 PM

    Originally posted by: SystemAdmin


    AFAIK:
    if changing rhs means reducing the bound it can be done by retrieving info about the node and adding a local cut through a cutcallback.
    But if it means to extend the bound rhs then I am not sure how that would work because you might have not have a B&B as it is if you would have started with the extended rhs formulation from the beginning.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Can I modify RHS of node LP in cut callback?

    Posted Wed June 23, 2010 04:36 PM

    Originally posted by: QiuFeng


    Hi Shahin:
    Thanks for your reply. You are right that a tighter bound can be added as a local cut. Sometimes, I want to keep the node lp neat. So I'm wondering if this can be done safely? and What are the safe modifications on node lp model, beside adding cuts(CPXcutcallbackaddlocal and CPXcutcallbackadd) ? (all other functions that are not designed for callback are all safe here? )

    As for relaxing the rhs, this may mess up the global lower bound. I'm pretty much sure now that CPLEX won't allow this happen.

    Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Can I modify RHS of node LP in cut callback?

    Posted Thu June 24, 2010 02:58 AM

    Originally posted by: SystemAdmin


    You are not allowed to modify the nodelp in a callback.
    The only think you are allowed to do is adding cuts using the functions that are designed for that purpose.
    #CPLEXOptimizers
    #DecisionOptimization