Cut callback to get LP with cuts

README.md

See here for a much better version of this code by @lyeskhalil

Callback function that obtains LP after CPLEX has added cuts at root node

• Callback function is in Callback.cpp

• To use the callback function, add it to the CPLEX env before calling CPXmipopt:

  status = CPXsetusercutcallbackfunc(mainEnv, cutCallbackShareRootCuts, this);
  DBG_IF_RETURN(status, 1, "Error setting cut callback");

Callback.cpp

int cutCallbackShareRootCuts (CPXCENVptr env,
        void       *cbdata,
        int        wherefrom,
        void       *cbhandle,
        int        *useraction_p)
{
    int status;
    *useraction_p = CPX_CALLBACK_DEFAULT;

    Problem *tempProblem = (Problem*) cbhandle;
    Problem &problem = *tempProblem;

    // cutCallbackRootCalled is a flag to avoid calling the callback again and again
    // CPX_CALLBACK_MIP_CUT_LAST indicates that CPLEX is done adding cuts and the user has a last chance to add cuts
    if(problem.cutCallbackRootCalled == 0 && wherefrom == CPX_CALLBACK_MIP_CUT_LAST)
    {
        // With this, we stop the optimization after the callback is executed
        *useraction_p = CPX_CALLBACK_FAIL;

        problem.cutCallbackRootCalled = 1;

        CPXLPptr tmpLp;

        status = CPXgetcallbacknodelp(env, cbdata, wherefrom, &tmpLp);
        DBG_IF_RETURN(status, 1, "Error getting callback lp");

        status = CPXwriteprob(env, tmpLp, "ProblemWithCuts.lp", NULL);
        DBG_IF_RETURN(status, 1, "Error writing cut callback lp");

    }

    return 0;

}

Hello, thank you for the code. Since the file has the .cpp extension, I was wondering if the code can run in C++ API? Thank you.

Put this gist together based on your work Rodolfo: https://gist.github.com/lyeskhalil/5f86c4e3bd23e353d98c72999e423355

Thanks for sharing!

Put this gist together based on your work Rodrigo: https://gist.github.com/lyeskhalil/5f86c4e3bd23e353d98c72999e423355

Thanks for sharing!

Thanks a lot yo you for sharing your version, Elias. It's a huge improvement!
Just a heads up, my name is Rodolfo :) I don't want to be confused with my nemesis: Rodrigo Carvajal.

Put this gist together based on your work Rodrigo: https://gist.github.com/lyeskhalil/5f86c4e3bd23e353d98c72999e423355
Thanks for sharing!

Thanks a lot yo you for sharing your version, Elias. It's a huge improvement!
Just a heads up, my name is Rodolfo :) I don't want to be confused with my nemesis: Rodrigo Carvajal.

I have no idea what you're talking about :D