GMP::Instance::SetCallbackHeuristic installs a
callback procedure that is called during the solution process of a MIP
model every time the subproblem has been solved to optimality.
GMP::Instance::SetCallbackHeuristic( GMP, ! (input) a generated mathematical program callback ! (input) an AIMMS procedure )
The procedure returns 1 on success, or 0 otherwise.
This callback is not called when the subproblem is infeasible or cut off.
The callback should supply the solver with a heuristically-derived integer solution.
The callback procedure should have exactly one argument; a scalar input element parameter into the set
CallbackHeuristiccallback 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.
To remove the callback the empty element should be used as the callback argument.
CallbackHeuristiccallback procedure will only be called when solving mixed integer programs with CPLEX, GUROBI or ODH-CPLEX.