Procedure GMP::SolverSession::GenerateCut(solverSession, row, local, purgeable)

GMP::SolverSession::GenerateCut

The procedure GMP::SolverSession::GenerateCut adds a cut to the LP subproblem of the current node during MIP branch-and-cut. It can also be used to add a lazy constraint inside a callback for adding lazy constraints.

GMP::SolverSession::GenerateCut(
     solverSession,    ! (input) a solver session
     row,              ! (input) a scalar reference
     [local],          ! (optional, default 0) a scalar binary expression
     [purgeable]       ! (optional, default 0) a scalar binary expression
     )

Arguments

solverSession

An element in the set AllSolverSessions.

row

A scalar reference to a row in the model.

local

A scalar binary value to indicate whether the cut is valid for the local problem (i.e. the problem corresponding to the current node in the solution process and all its descendant nodes) only (value 1) or for the global problem (value 0).

purgeable

A scalar binary value to indicate whether the solver is allowed to purge the cut if it deems it ineffective. If the value is 1, then it is allowed.

Return Value

The procedure returns 1 on success, or 0 otherwise.

Note

• This procedure can only be called from within a CallbackAddCut or CallbackAddlazyConstraint callback procedure.

• A CallbackAddCut callback procedure will only be called when solving mixed integer programs with CPLEX, Gurobi or ODH-CPLEX. In case of Gurobi the cuts are always local even if argument local has value 0.

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

• Argument purgeable can only be used with CPLEX. If the cut is local then the cut will not be purgeable even if argument purgeable has value 1.

• This procedure can also be used for MIQP and MIQCP problems.

Example

We have a math program, with variables x(v1) and y(v1,v2),for which we want add certain cuts, namely triangle cut and triangle clique constraints, during the solve. For that we use a callback procedure that is called whenever the MIP solver finds a new fractional solution (typically after solving a subproblem in the branch-and-bound algorithm). The cut callback procedure can be implemented as follows.

! Get fractional solution from solver and pass it to the AIMMS identifiers.

myGMP := GMP::SolverSession::GetInstance( solvSess );

GMP::Solution::RetrieveFromSolverSession( solvSess, 1 );
GMP::Solution::SendToModel( myGMP, 1 );

! Find violated triangle cut and triangle clique constraints and pass them
! as cuts to the MIP solver.

for ( (v1,v2,v3) | v1 < v2 and v2 < v3 ) do
    ! Triangle Cut.

    if ( x(v1) + x(v2) + x(v3) - y(v1,v2) - y(v1,v3) - y(v2,v3) > 1 ) then
        GMP::SolverSession::GenerateCut( solvSess, Triangle_Cut(v1,v2,v3) );
    endif;

    ! Triangle Clique.

    if ( y(v1,v2) + y(v1,v3) - x(v1) - y(v2,v3) > 0 ) then
        GMP::SolverSession::GenerateCut( solvSess, Triangle_Clique(v1,v2,v3) );
    endif;
endfor;

return 1;

Here ‘solvSess’ is an input argument of the callback procedure and a scalar element parameter into the set AllSolverSessions. And ‘myGMP’ is a scalar element parameter into the set AllGeneratedMathematicalPrograms, defined as a local parameter of the callback procedure.

See also

The procedures GMP::Instance::SetCallbackAddCut and GMP::Instance::SetCallbackAddLazyConstraint. See Managing Generated Mathematical Program Instances of the Language Reference for more details on how to install a callback procedure to add cuts.