CPXXcutcallbackadd and CPXcutcallbackadd

The routine CPXXcutcallbackadd/CPXcutcallbackadd adds lazy constraints and globally valid cuts to the current node LP subproblem during MIP branch and cut.

int CPXXcutcallbackadd( CPXCENVptr env, void * cbdata, int wherefrom, CPXDIM nzcnt, double rhs, int sense, CPXDIM const * cutind, double const * cutval, int purgeable )

int CPXcutcallbackadd( CPXCENVptr env, void * cbdata, int wherefrom, int nzcnt, double rhs, int sense, int const * cutind, double const * cutval, int purgeable )

Description

Warning:

This is an advanced routine. Advanced routines typically demand a thorough understanding of the algorithms used by CPLEX. Thus they incur a higher risk of incorrect behavior in your application, behavior that can be difficult to debug. Therefore, the team encourages you to consider carefully whether you can accomplish the same task by means of other Callable Library routines instead.

The routine CPXXcutcallbackadd/CPXcutcallbackadd adds lazy constraints and globally valid cuts to the current node LP subproblem during MIP branch and cut. This routine can be called only from within a user-written cut callback; thus it can be called only when the value of its argument wherefrom is one of the values with a name beginning CPX_CALLBACK_MIP_CUT_.

The cut may be for the original problem if the parameter MIP callback switch between original model and reduced, presolved model (CPXPARAM_MIP_Strategy_CallbackReducedLP) was set to CPX_OFF before the call to CPXXmipopt/CPXmipopt that calls the callback. In this case, the linear reduction switch (deprecated) (CPXPARAM_Preprocessing_Linear) should also be set to CPX_OFF (zero). Otherwise, the cut is used on the presolved problem.

Arguments

env

A pointer to the CPLEX environment, as returned by CPXXopenCPLEX/CPXopenCPLEX.

cbdata

The pointer passed to the user-written callback. This argument must be the value of cbdata passed to the user-written callback.

wherefrom

An integer value that reports where the user-written callback was called from. This argument must be the value of wherefrom passed to the user-written callback.

nzcnt

An integer value that specifies the number of coefficients in the cut, or equivalently, the length of the arrays cutind and cutval.

rhs

A double value that specifies the value of the righthand side of the cut.

sense

An integer value that specifies the sense of the cut. The sense must be one of these three values:

less than or equal to, designated by 'L'
equal to, designated by 'E'
greater than or equal to, designated by 'G'

cutind

An array containing the column indices of cut coefficients.

cutval

An array containing the values of cut coefficients.

purgeable

An integer value specifying how CPLEX should treat the cut. See the table for possible values.

Return

The routine returns 0 (zero) if successful and nonzero if an error occurs.

Example


 status = CPXcutcallbackadd (env,
                             cbdata,
                             wherefrom,
                             mynzcnt,
                             myrhs,
                             'L',
                             mycutind,
                             mycutval,
                             0);

See also the example admipex5.c in the standard distribution.

Special considerations

If the routine CPXXcutcallbackadd/CPXcutcallbackadd is called from a generator of lazy constraints, then CPLEX returns CPX_BAD_ARGUMENT if the argument purgeable is set to CPX_USECUT_FILTER. (A user cut filter makes no sense in the context of purging lazy constraints.) In other words, if the value of the argument wherefrom is CPX_CALLBACK_MIP_CUT_FEAS or CPX_CALLBACK_MIP_CUT_UNBD, then the argument purgeable must not be CPX_USECUT_FILTER.

When you add a lazy constraint by means of the routine CPXXcutcallbackadd/CPXcutcallbackadd with the symbolic value CPX_USECUT_PURGE as the argument purgeable in a lazy constraint callback, you are authorizing CPLEX to purge (that is, eliminate) the lazy constraint under certain circumstances, for example, if the constraint becomes slack. Consequently, in view of such purging, the user must not assume that any previously added constraints are still in the current relaxation. In other words, the purged constraint may be violated in subsequent relaxations.

Table 1. Possible values of purgeable and their meaning
`CPX_USECUT_FORCE`	The cut is added to the relaxation and stays there
`CPX_USECUT_PURGE`	The cut is added to the relaxation but can be purged later on if CPLEX deems the cut ineffective.
`CPX_USECUT_FILTER`	The cut is treated exactly as cuts generated by CPLEX; that is, CPLEX applies its filtering process and may not even add the cut to the relaxation, for example, if CPLEX deems other cuts more effective, or if the cut is too dense.