Advanced MIP Control Interface

This chapter describes the CPLEX 8.1 advanced MIP control interface. It includes sections on:

• Introduction to MIP Callbacks
• Heuristic Callback
• Cut Callback
• Branch Selection Callback
• Incumbent Callback
• Node Selection Callback
• Solve Callback

These callbacks allow sophisticated users to control the details of the branch & cut process. Specifically, users can choose the next node to explore, choose the branching variable, add their own cutting planes, place additional restrictions on integer solutions, or insert their own heuristic solutions. These functions are meant for situations where other tactics to improve CPLEX's performance on a hard MIP problem, such as non-default parameter settings or priority orders, have failed. We refer the reader to the section on "Troubleshooting MIP Performance Problems" in the ILOG CPLEX User's Manual for more information on MIP parameters and priority orders.

Users of the advanced MIP control interface can work with the variables of the presolved problem or, by following a few simple rules, can instead work with the variables of the original problem.

The advanced MIP control interface relies heavily on the advanced presolve capabilities. We suggest that the reader become familiar with Chapter 1, Advanced Presolve Functions, before reading this chapter.

Control callbacks in the ILOG Concert Technology CPLEX Library use original model variables. These callbacks are fully documented in the ILOG CPLEX Reference Manual, except for the callbacks IloCplex::UserCutCallbackI and IloCplex::LazyConstraintCallbackI, which are documented here.