ILOG CPLEX C++ API 9.0 Reference Manual

IloCplex::SolveCallbackI
const IloNumArray pi,
const IloRangeArray rng)
This method allows a user to specify a starting point for the following invocation of the
solve method in a solve callback. Zero can be passed for any of the parameters.
However, if x is not zero, then var must not be zero either. Similarly, if pi is not zero,
then rng must not be zero either.
For all variables in var, x[i] specifies the starting value for the variable var[i].
Similarly, for all ranged constraints specified in rng, pi[i] specifies the starting dual
value for rng[i].
This information is exploited at the next call to solve, to construct a starting point for
the algorithm.
protected void setVectors(const IloNumArray x,
const IloNumVarArray var,
const IloNumArray pi,
const IloRangeArray rng)
This method allows a user to specify a starting point for the following invocation of the
solve method in a solve callback. Zero can be passed for any of the parameters.
However, if x is not zero, then var must not be zero either. Similarly, if pi is not zero,
then rng must not be zero either.
For all variables in var, x[i] specifies the starting value for the variable var[i].
Similarly, for all ranged constraints specified in rng, pi[i] specifies the starting dual
value for rng[i].
This information is exploited at the next call to solve, to construct a starting point for
the algorithm.
protected IloBool solve(IloCplex::Algorithm alg)
This method uses the algorithm alg to solve the current node LP. See
IloCplex::Algorithm for a choice of algorithms to use.
protected void useSolution()
A call to this method instructs IloCplex to use the solution generated with this
callback.
If useSolution is not called, IloCplex uses the algorithm selected with the
parameters IloCplex::RootAlg for the solution of the root, or
IloCplex::NodeAlg to solve the node.
ILOG CPLEX C++ API 9.0 REFERENCE M ANUAL 222