Solve callback
Describes special considerations about the solve callback.
The final callback to consider is the solve callback. By calling CPXsetsolvecallbackfunc,
the user instructs CPLEX to call a user function rather than the CPLEX
choice (dual simplex by default) to solve the linear programming relaxations
at each node of the tree. Advanced example admipex6.c
shows how this callback might be used.
Note:
The most common use of this callback is to craft a customer
solution strategy out of the set of available CPLEX algorithms. For
example, a user might create a hybrid strategy that checks for network
status, calling CPXhybnetopt instead of CPXdualopt
when it finds it.