ILOG CPLEX C++ API 9.0 Reference Manual

IloCplex::GoalI
IloCplex will not blindly accept such a solution as a new incumbent. Instead, it will
make sure that this solution is compatible with both the model and the goals. When
checking feasibility with goals, it checks feasibility with both the goals that have already
been executed and the goals that are still on the goal stack. Thus, in particular,
IloCplex will reject any solution that is not compatible with the branching that has
been done so far.
IloCplex takes over memory managment for arrays vars and vals passed to
SolutionGoal. Thus IloCplex will call method end for these arrays as soon as
they can be discarded. Calling end for the arrays passed to SolutionGoal is an
error and must be avoided.
ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 147