ILOG CPLEX C++ API 9.0 Reference Manual

It is possible to tell IloCplex to terminate the branch & cut procedure sooner than a
completed proof of optimality. For example, a user can set a time limit or a limit on the
number of nodes to be processed. Indeed, with default settings, IloCplex will
terminate the search when the MIP Gap has been brought lower than 0.0001 (0.01%),
because it is often the case that much computation is invested in moving the Best Node
value after the eventual optimal incumbent has been located. This termination criterion
for the MIP Gap can be changed by the user, of course.
Goals
Goals can be used to control the branch and cut search in IloCplex . Goals are
implemented in the class IloCplex::GoalI . The class IloCplex::Goal is
the handle class. That is, it contains a pointer to an instance of IloCplex::GoalI
along with accessors of objects in the implmenetation class.
To implement your own goal, you need to subclass IloCplex::GoalI and
implement its virtual member functions execute and duplicateGoal. The method
execute controls the branch & cut search. The method duplicateGoal creates a
copy of the invoking goal object to be used for parallel branch & cut search.
Implementing your goal can be greatly simplified if you use one of the macros
ILOCPLEXGOALn.
Every branch & cut node maintains a goal stack, possibly containing
IloCplex::GoalI objects. After IloCplex solves the relaxation of a node, it
pops the top goal from the goal stack and calls its method execute. There are several
types of goals:
◆ If OrGoal is executed, IloCplex will create child nodes. Each of the child
nodes will be initialized with a copy of the goal stack of the current node. Then, for
each child node, the specified goal in the OrGoal is pushed onto the corresponding
goal stack of the child node. Finally, the current node is deleted. (See
IloCplex#GoalI::OrGoal for a more detailed discussion.)
◆
If a cut goal is executed, the constraint will be added to the current node relaxation.
Constraint goals are provided to represent both local and global cuts. Local cut goals
are conventionally used to express branching.
◆ If AndGoal is executed, its subgoals are simply pushed onto the stack. (See
IloCplex::GoalI::AndGoal for a more detailed discussion.)
◆ If IloCplex::GoalI::FailGoal is executed, IloCplex will prune the
current node; that is, it will discontinue the search at the current node. IloCplex
will continue with another node if there is one still available in the tree.
◆ If IloCplex::GoalI::SolutionGoal is executed, IloCplex will
attempt to inject a user-provided solution as a new incumbent. Before ILOG CPLEX
ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 10