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cplex

How to get bounds for all fractional variables at each node


When I set strong branching as a heuristic for branching, I know that the B&B algorithm returns objective function's value form a fractional variable which is selected in Strong branching. But I would like to get objective function's value (upper bound and lower bound) for all fractional variables at each node. For example, there are 10 fractional variables at one node and I would like to get upper and lower bound (objective function) for all 10 variables. I know that the full strong branching compute all variables at each node. Can I get this information (objective functions' value for each variable at each node) through callbacks in C++ concert with CPLEX?


Solution

  • No, this information is not directly available. In the ControlCallback you have functions getUpPseudoCost() and getDownPseudoCost(). This is the closest you can get.