When an integer solution is found: the incumbent

Describes CPLEX handling of an incumbent value.

After CPLEX finds an integer solution, it does the following:

  • It makes that integer solution the incumbent solution and that node the incumbent node.

  • It makes the value of the objective function at that node (modified by the objective difference parameter) the new cutoff value.

  • It prunes from the tree all subproblems for which the value of the objective function is no better than the incumbent.