The continuous callback

Describes the common interface of callbacks for simplex and barrier optimizers.

The second special callback class is IloCplex::ContinuousCallbackI (IloCplex.ContinuousCallback in the Java API or CPLEX.ContinuousCallback in the .NET API or callbacks.ContinuousCallback in the Python API). If you create a continuous callback and use it with an IloCplex object, it will be used for both the barrier and the simplex callback. In other words, implementing and using one Continuous callback is equivalent to writing and using these two callbacks independently.