Originally posted by: pedro_dias

I am trying to control the process by which CPLEX selects the entering variable at any simplex iteration. I want CPLEX to perform a single iteration with the user selecting the entering variable and having CPLEX doing the rest of the work (select the leaving variable, etc.).

My question is if it is possible to have that control over CPLEX as I can't find any direct function to tell CPLEX to use a specific entering variable.

Another question is if the ITLIM parameter is set to 1, is it guaranteed that CPLEX only performs a single simplex iteration?

Thank you in advance, I am using the Callable Library and would appreciate any help very much even if it's not a direct solution to my problem.

You may be looking for the CPXpivot() function.

Originally posted by: pedro_dias

Thank you, it looks I am getting closer to what I want but still a question remains: looking at that documentation, I see that it must be passed an argument telling the status that the leaving variable will assume.

Even when I set jleave = CPX_NO_VARIABLE, leaving CPLEX with the task of finding the leaving variable, is it necessary to tell it what is going to be the new basis status of the leaving variable?

Originally posted by: pedro_dias

I was able to solve the question using CPXpivot(). Thank you for your help.