ILOG CPLEX 11.0 User's Manual

The complete program, ilolpex4.cpp, appears online in the standard distribution atyourCPLEXinstallation/examples/src. In the same location, there are also samplesin Java (LPex4.java) and in the .NET API (LPex4.cs and LPex4.vb).Implementing Callbacks in the Callable LibraryILOG CPLEX optimization routines in the Callable Library incorporate a callback facility toallow your application to transfer control temporarily from ILOG CPLEX to the callingapplication. Using callbacks, your application can implement interrupt capability, forexample, or create displays of optimization progress. After control is transferred back to afunction in the calling application, the calling application can retrieve specific informationabout the current optimization from the routine CPXgetcallbackinfo. Optionally, thecalling application can then tell ILOG CPLEX to discontinue optimization.To implement and use a callback in your application, you must first write the callbackfunction and then tell ILOG CPLEX about it. For more information about the ILOG CPLEXCallable Library routines for callbacks, see the ILOG CPLEX Callable Library ReferenceManual. In that reference manual, the group optim.cplex.callable.callbacks givesyou direct access to callback routines.Setting CallbacksIn the Callable Library, query or diagnostic callbacks are organized into two groups: LPcallbacks (that is, continuous callbacks) and MIP callbacks (that is, discrete callbacks). Foreach group, one callback function can be set by the routine CPXsetlpcallbackfunc andone by CPXsetmipcallbackfunc. You can distinguish between the actual callbacks byquerying the argument wherefrom passed to the callback function as an argument byILOG CPLEX.The continous callback is also called during the solution of problems of type LP, QP, andQCP.Callbacks for Continuous and Discrete ProblemsILOG CPLEX will evaluate two user-defined callback functions, one during the solution ofcontinuous problems and one during the solution of discrete problems. ILOG CPLEX callsthe continuous callback once per iteration during the solution of an LP, QP, or QCP problemand periodically during the presolve. ILOG CPLEX calls the discrete callback periodicallyduring the probing phase of MIP preprocessing, periodically during cut generation, andperiodically in the branch & cut process.Every user-defined callback must have these arguments:◆env, a pointer to the ILOG CPLEX environment;460 ILOG CPLEX 11.0 — USER’ S MANUAL