I'm experimenting with the integer programming capabilities of GLPK
(Version 4.27).

 

The function "lpx_intopt" has a parameter that allows for "all cuts" to
be used, which include cover, clique, gomory and mixed-integer-rounding
cuts.  But lpx_intopt does not use the integer optimization control
parameter structure (iocp).  And that structure has the address of a
callback function.

 

To set parameters for lpx_intopt, there is the lpx_set_[int|real]_parm
function, but there does not seem to be a way to set the callback
function.

 

The function glp_intopt uses the iocp structure, so I can easily set the
callback function.  It has options for gomory and mixed-integer-rounding
cuts, but does not have options for cover or clique cuts.

 

I would like to use the integer optimization with callback functions and
generating all of the types of cuts, but I cannot see how either
lpx_intopt or glp_intopt can be used.  Any help will be appreciated.

 

[BTW, I'm using the compilation that Xypron built for me that has
"stdcall" calling convention, as I'm driving this from a VBA program in
MS Access.]

 

-Marc

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