XPRSaddcbcutround

Purpose

Declares a callback function that is called when the Optimizer could separate cutting planes during the branch and bound search. The callback allows a user to add cuts managed by the Optimizer, through XPRSaddmanagedcuts. It also allows the user some degree of control over when and how many rounds of cuts the Optimizer should apply for the local node of the branch-and-bound search. This callback function will be called in addition to any callbacks already added by XPRSaddcbcutround.

Topic areas

Callback, Cuts

Synopsis

 int XPRS_CC XPRSaddcbcutround(XPRSprob prob, void (XPRS_CC *cutround)(XPRSprob cbprob, void *cbdata, int ifxpresscuts, int *p_action), void *data, int priority);

Arguments

prob

The current problem

cutround

The callback function, which takes arguments cbprob, cbdata, ifxpresscuts and p_action and has no return value. This function is called before each potential round of cut separation in the branch and bound search.

cbprob

The problem passed to the callback function, cutround.

cbdata

The user-defined data passed as data when setting up the callback.

ifxpresscuts

An integer set to 1 if the Optimizer will apply a round of cuts after this callback. 0 otherwise.

p_action

An integer return value that specifies the action the Optimizer should take:

-1	Continue unchanged. The default action.
0	No further rounds of cuts should be applied on this node.
1	The Optimizer should apply one more round of cutting, regardless of the value of ifxpresscuts
2	The Optimizer should process any changes applied during this callback and fire the callback again, but skip any Optimizer cutting.

data

A user-defined data to be passed to the callback function, cutround.

priority

An integer that determines the order in which multiple callbacks will be invoked. The callback added with a higher priority will be called before a callback with a lower priority. Set to 0 if not required.

Example

See also examples els_managedcuts.c, els_usercuts.c.

Further information

1. Optimizer managed cuts can be added using XPRSaddmanagedcuts. The Optimizer will check for any violated cuts, together with any new or violated Optimizer created cuts (if p_action is -1 or +1), to add to the problem.

2. It is possible to use XPRSaddcuts, XPRSloadcuts and XPRSdelcuts to add and remove cutting planes and XPRSchgbounds to tighten bounds, although it is recommended to use XPRSaddmanagedcuts to provide new cutting planes to the Optimizer in this callback. Separation of delayed constraints is best done using either the optnode or preintsol callbacks.

3. It is possible to add new solutions using XPRSaddmipsol. These will be checked immediately after the callback, but adding solutions will not automatically trigger another firing of this callback.

4. If cutting planes are added with XPRSaddmanagedcuts, the callback will be fired again after the reoptimization if and only if a non-zero value is returned in p_action.

5. If cuts are added directly to, or deleted from, the problem, or bounds are tightened, a reoptimization of the node LP relaxation will automatically be triggered open the return from the callback function. If separation of Optimizer cuts is enabled or managed cuts were added during the callback, such cuts will only be separated based on the new solution after reoptimization. The callback will be fired again if and only if a non-zero value is returned in p_action.

6. The attribute CUTROUNDS can be used for determining how many rounds of cuts has been applied on the current node.

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XPRSaddcbcutround