ILOG CPLEX C++ API 9.0 Reference Manual

IloCplex::HeuristicCallbackI
The parameter obj is used to tell IloCplex the objective value of the injected
solution. This allows IloCplex to skip the computation of that value, but care must
be taken not to provide an incorrect value.
protected void setSolution(const IloNumVarArray vars,
const IloNumArray vals)
For each variable in the array vars, this method uses the value in the corresponding
element of the array vals to define a heuristic solution to be considered as a new
incumbent.
If the user heuristic was successful in finding a new candidate for an incumbent,
setSolution can be used to pass it over to IloCplex. IloCplex then analyses
the solution and, if it is both feasible and better than the current incumbent, uses it as
the new incumbent. A solution is specified using arrays vars and vals, where
vals[i] specifies the solution value for vars[i].
protected IloBool solve(IloCplex::Algorithm alg)
This method can be used to solve the current node relaxation, usually after some bounds
have been changed using setBounds. By default it uses the dual simplex algorithm,
but this can be overwritten using the optional parameter alg. See the enumeration
IloCplex::Algorithm for a list of the available optimizers.
ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 156