The Callable Library supports callbacks so that you can define functions that will be called at crucial points in your application:

• during the presolve process;
• once per iteration in a linear programming or quadratic programming routine; and
• at various points, such as before each node is processed, in a mixed integer optimization.

In addition, callback functions can call CPXgetcallbackinfo() to retrieve information about the progress of an optimization algorithm. They can also return a value to indicate whether an optimization should be aborted. CPXgetcallbackinfo() is the only routine of the Callable Library that a user-defined callback may call. (Of course, calls to routines not in the Callable Library are permitted.)

Using Callbacks describes callback facilities in greater detail.