Advanced customization
By providing a customized version of the XPRS_mse_defaulthandler the user can define a modified objective value for solutions. Typically this value reflects the 'true' objective of the solution in cases where the MIP objective does not completely model the user's problem. The modified objective value is stored with the solution and can be used to obtain a ranked order of solutions in the case where the user wishes to delete solutions based on this metric (see XPRS_mse_getcullchoice). Also with a customized callback the user is able to arbitrarily accept or reject the current solution. Typically the user will want to do this in cases where the constraints and/or objective of the MIP problem do not completely model the user's problem.
From the customized XPRS_mse_defaulthandler callback the user is able to set a return value that causes the MIP solution enumerator to set the cut-off for the search to the worst MIP objective of the active solutions. This can be useful to improve the run time of the enumeration. Note that the default n-best search uses this to improve the enumeration performance.
© 2001-2019 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.