1. MIP Tools Branch and Cut with Callbacks Lazy Constraint Callback
Solve a linear program relaxation
Solve Callback
Incumbent Callback
Do all integer variables
have integer values?
Update the incumbent
yes no
Cut Callback
Add cuts
MIP Callback
Apply heuristics
Heuristic Callback
This is the branch and cut algorithm as applied to a MILP.
The darker gold callbacks are used to override CPLEX procedures. The pale gold MIP callback can be used to terminate optimization or for reporting, for example to update a progress graph or terminate optimization when a good enough solution has been reached.
The Solve callback is only available in the Callable Library.
Choose an integer variable and
create two new sub-problems
Branch Callback
Select a sub-problem to solve
Node Callback