Continuous callbacks are executed at every iteration of the simplex algorithm or the barrier algorithm during the solution of a continuous model. Algorithm-specific callbacks are also available in the extensions Cplex.SimplexCallback and Cplex.BarrierCallback. By setting a continuous callback with the method Cplex.Use, you set the same callback for both the simplex and the barrier callback, thus potentially overriding other previously installed callbacks of these types.

In the case of concurrent optimization, CPLEX calls the user-written callback only in the main thread, not in other concurrent threads.

The constructor and methods of this class are protected to make sure that they are used only to derive a user-written callback class or to implement the main method in it.