sci.op-research

Hi there,

I'm currently working on a network design problem so that I have to solve a
quite hard IP (not MIP; there are no continuous variable).

I'd like to use a sort of branch-and-cut, with the following modifications:

- When we reach an integer node in the B-C tree, we have to solve some
auxiliary LP to test whether a global cut can be added to the problem. If we
find such a cut, we add it to the master problem as a global cut and we solve
that node again and so on.

- I want the optimizer to consider an integer solution as feasible only if no
cuts were found solving the auxiliary LP for that node.

Going through the user's manual, I think I've to use two callbacks:

- IloCplex.UserCutCallback : adding my cuts
- IloCplex.IncumbentCallback : telling the optimize whether to keep an
integer solution

However, I don't know how to use these classes in my program; reading
"AdMIPex5.java", I think I could manage the cutcallback but I definitly don't
know how to incopore the IncumbentCallback.

Thank for any help :) !