[Help-glpk] Branch-and-cut presolve problem

[David Pйrez]

We are implementing a branch-and-cut for solving an optimization problem. 
Unfortunately we are observing the following:

 

(1) if  the IOCP presolver OFF then the callback function is called and we have 
the opportunity of adding a (violated) constraint, no matter whether the master 
problem gave an integer or fractional solution.  Great!!

 

(2) if  the IOCP presolver ON then the callback function is NOT called when the 
master problem gave an integer solution; therefore we cannot discard (by adding 
a violated cut) an integer solution which is invalid for our original 
optimization problem.  Bad!!

 

 

Do we have to activate a parameter to also allow calling the callback routine 
when the IOCP presolver is ON and an integer solution has been found?

We are implementing a branch-and-cut for solving an optimization problem. Unfortunately we are observing the following:

 

(1) if  the IOCP presolver OFF then the callback function is called and we have the opportunity of adding a (violated) constraint, no matter whether the master problem gave an integer or fractional solution.  Great!!

 

(2) if  the IOCP presolver ON then the callback function is NOT called when the master problem gave an integer solution; therefore we cannot discard (by adding a violated cut) an integer solution which is invalid for our original optimization problem.  Bad!!

 

 

Do we have to activate a parameter to also allow calling the callback routine when the IOCP presolver is ON and an integer solution has been found?