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XSLPsetcbcascadevar

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Purpose

Set a user callback to be called after each column has been cascaded

Synopsis

int XPRS_CC XSLPsetcbcascadevar(XSLPprob Prob, int (XPRS_CC *UserFunc) (XSLPprob myProb, void *myObject, int ColIndex), void *Object);

Arguments

Prob	The current SLP problem.
UserFunc	The function to be called after each column has been cascaded. UserFunc returns an integer value. If the return value is nonzero, the cascading process will be omitted for the remaining variables during the current SLP iteration, but the optimization will continue.
myProb	The problem passed to the callback function.
myObject	The user-defined object passed as Object to XSLPsetcbcascadevar.
ColIndex	The number of the column which has been cascaded. ColIndex respects the setting of XPRS_CSTYLE.
Object	Address of a user-defined object, which can be used for any purpose by the function. Object is passed to UserFunc as myObject.

Example

The following example sets up a callback to be executed after each variable has been cascaded:

double *cSol;
XSLPsetcbcascadevar(Prob, CBCascVar, &cSol);

The following sample callback function resets the value of the variable if the cascaded value is of the opposite sign to the original value:

int XPRS_CC CBCascVar(XSLPprob MyProb, void *Obj, int iCol) {
  double *cSol, Value;
  cSol = * (double **) Obj;
  XSLPgetvar(MyProb, iCol, NULL, NULL, NULL, 
             NULL, NULL, NULL, &Value, 
             NULL, NULL, NULL, NULL,
             NULL, NULL, NULL, NULL);
  if (Value * cSol[iCol] < 0) {
    Value = cSol[iCol];
    XSLPchgvar(MyProb, ColNum, NULL, NULL, NULL, NULL, 
               NULL, NULL, &Value, NULL, NULL, NULL, 
               NULL);
  }
  return 0;
}

The Object argument is used here to hold the address of the array cSol which we assume has been populated with the original solution values.

Further information

This callback can be used after each variable has been cascaded and its new value has been calculated.
When used with VB, the callback function has the prototype:

Public Function mycbfunc (ByVal prob As Long, ByVal object As Long, 
                          ByVal varindex As Long) As Long

Related topics

XSLPcascade, XSLPsetcbcascadeend, XSLPsetcbcascadestart, XSLPsetcbcascadevarF

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