Procedure GMP::Instance::SetCallbackCandidate(GMP, callback)

GMP::Instance::SetCallbackCandidate

The procedure GMP::Instance::SetCallbackCandidate installs a callback procedure that is called every time an incumbent solution is found during the solution process of a MIP model. By using the procedure GMP::SolverSession::RejectIncumbent the incumbent solution can be rejected. If GMP::SolverSession::RejectIncumbent is not called inside the CallbackCandidate callback procedure then the incumbent solution will be accepted and replace the best incumbent solution found by so far.

GMP::Instance::SetCallbackCandidate(
     GMP,            ! (input) a generated mathematical program
     callback        ! (input) an AIMMS procedure
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

callback

A reference to a procedure in the set AllIdentifiers.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

  • The callback procedure should have exactly one argument; a scalar input element parameter into the set AllSolverSessions.

  • The CallbackCandidate callback procedure should have a return value of

    • 0, if you want the solution process to stop, or

    • 1, if you want the solution process to continue.

    If the return value is 0 (i.e., interrupt the solution process) then the incumbent solution will not be accepted!

  • To remove the callback the empty element should be used as the callback argument.

  • If an incumbent callback procedure is installed by using the procedure GMP::Instance::SetCallbackIncumbent, then that callback will be called after the candidate callback procedure if the incumbent solution is not rejected inside the candidate callback.

  • A CallbackCandidate callback procedure will only be called when solving mixed integer programs with CPLEX.

See also

The routines GMP::Instance::Generate, GMP::Instance::SetCallbackAddCut, GMP::Instance::SetCallbackAddLazyConstraint, GMP::Instance::SetCallbackBranch, GMP::Instance::SetCallbackHeuristic, GMP::Instance::SetCallbackIncumbent and GMP::SolverSession::RejectIncumbent.