dynamically generated symmetry-breaking cuts

[Shahin]

Hi everybody,

I am dealing with a very badly symmetric mip model for which I have a
separation algorithm that can separate the alternate solutions.

Once a feasible solution is found by solver, then I am able to find
the other ones.
Now the question is: is there any possibility to add these cuts (which
are changing the original model) dynamically in the course of solution
process within ILOG Concert? or pashaps does anyone know any other
alternative solver.

any other suggestion and guideline?

Many thanks in advance.
Shahin

[Paul]

I'm not entirely sure I understand what you are asking, but it sounds
as if you want a combination of an incumbent callback (to generate the
cuts) and a cut callback (to add the cuts). The cut callback can add
either globally valid cuts (apply at all nodes) or locally valid cuts
(apply only in the subtree descending from the current node).

/Paul

[Shahin]

To my understanding the cuts added through cut callback are not
supposed to cut off the integer part of the initial model ?!?!

[Paul]

Shahin wrote:

>
> To my understanding the cuts added through cut callback are not
> supposed to cut off the integer part of the initial model ?!?!

They can cut integer-feasible solutions (as long as they don't cut off
the optimal solution, naturally). For instance, in a Benders
implementation, your initial master problem will have a feasible
region whose integer hull may contain integer points not feasible, or
feasible but not optimal, in the full problem, and the generated cuts
will remove those points.

/Paul