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4 Callbacks in Matlab
There are eleven of the Xpress
MP callbacks defined in the interface.
A logical vector defines the callbacks to be used in Xpress
MP .
This vector is named
callback and is one of the input
variables to the level 1 interface routine
xpress
(Section
A.1).
If the
ith entry of the logical vector callback is set, the
corresponding callback is defined. See Section 5.3 in
[
1]. The callback calls the
m-file specified in Table
2. The user can edit this
m-file directly, or
make a new copy. It is important that a new copy is placed in a
directory that is searched before the
xpress directory when
Matlab goes through the Matlab path.
Table 2: The m-file callback routines.
|
| Index |
m-file |
Description |
Section |
|
| (1) |
xpcb_usn |
User Select Node Callback
|
D.11 |
| (2) |
xpcb_upn |
User Preprocess Node Callback
|
D.10 |
| (3) |
xpcb_uon |
User Optimal Node Callback
|
D.8 |
| (4) |
xpcb_uin |
User Infeasible Node Callback
|
D.6 |
| (5) |
xpcb_uis |
User Integer Solution Callback
|
D.7 |
| (6) |
xpcb_ucn |
User Node Cut-off Callback
|
D.5 |
| (7) |
xpcb_ucb |
User Choose Branching Variable Callback
|
D.4 |
| (8) |
xpcb_il |
Simplex Log Callback
|
D.3 |
| (9) |
xpcb_gl |
Global Log
|
D.2 |
| (10) |
xpcb_bl |
Barrier Log Callback
|
D.1 |
| (11) |
xpcb_uop |
User Output Callback
|
D.9 |
|
Before each call to the callback routine, the interface is defining
the control variables and problem attributes as global variables in
Matlab. By making the following global declarations in the callback
m-file,
global xpControlVariables xpProblemAttrib
all control variables and problem attributes are accessible
as subfields to the global variables.
The
Prob structure is input to all callback
m-file routines
as the last parameter.
If TOMLAB calls
xpress, then
Prob is the standard
TOMLAB problem structure, otherwise the user optionally can set:
Prob.
P =
ProblemNumber;, where ProblemNumber is some integer.
If any callback is defined (see description of callback) then
the arrays that define the current problem
are set by the interface
as fields in
Prob.
The defined fields are
Prob.c,
Prob.x_L,
Prob.x_U,
Prob.A,
Prob.b_L,
Prob.b_U and.
Prob.QP.F.
The user then has full access to the original problem in the
callback routine.
In one of the callback routines,
xpcb_gl,
a simple knapsack heuristic is implemented.
This heuristic is also part of the standard Xpress
MP example files.
Running the knapsack test program
xpknaps,
with the second input argument
Run = 1
runs the knapsack heuristic in the callback.
xpknaps sets
Prob.MIP.KNAPSACK = 1 to enable execution of the heuristic
in
xpcb_gl.
If there are no integer variables in the problem to be solved, i.e. a pure
LP or QP problem, then the first seven callbacks as well as the
9
th callback (Global Log) are automatically disabled.
If the problem is a mixed-integer problem, then the 8
th
callback (Simplex
Log Callback) is disabled.
This change is made on around row 254 i
xpress.
m and the user may
comment this row (
callback(8) = 0;) to avoid it.
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