ILOG CPLEX 11.0 User's Manual > Advanced Programming Techniques > Advanced MIP Control Interface > Introduction to MIP Control Callbacks > Presolve and MIP Control Callbacks |
Presolve and MIP Control Callbacks |
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Tis section addresses an important issue related to presolve that the user of MIP control callbacks should be aware of.
Most of the decisions made within MIP relate to the variables of the problem. The heuristic, for example, finds values for all the variables in the problem that produce a feasible solution. Similarly, branching chooses a variable on which to branch. When considering user callbacks, the difficulty that arises is that the user is familiar with the variables in the original problem, while the branch & cut process is performed on the presolved problem. Many of the variables in the original problem may have been modified or removed by presolve.
CPLEX provides two options for handling the problem of mapping from the original problem to the presolved problem. First, the user may work directly with the presolved problem and presolved solution vectors. This is the default. While this option may at first appear unwieldy, note that the Advanced Presolve Interface allows the user to map between original variables and presolved variables. The downside to this option is that the user has to manually invoke these advanced presolve routines. The second option is to set CPX_PARAM_MIPCBREDLP
to CPX_OFF
(0), thus requesting that the callback routines work exclusively with original variables. CPLEX automatically translates the data between original and presolved data. While the second option is simpler, the first provides more control. These two options will be revisited at several points in this chapter.
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