[Symphony] How to improve the LP solutions by the callback functions

[Yiqing Zhong]

Hi! Everyone,

I need some help with SYMPHONY callbacks, more exactly with the  
function implementation.

I'm trying to do an IRP by SYMPHONY, which is formulated as a MIP(with  
binary variables, many constraints and variables). I hope check and  
improve the relaxed LP solutions during the solving procedure. In  
brief, I want to find the relaxed LP solution during the Branch&Bound  
process(such as for a minimum MIP, they are the lower bound value and  
relaxed solution before its next branch), with some other approach I  
improve the lower bound, and the improved LP solution is returned for  
next branch. The questions are:

Can we do that by the callback functions in SYMPHONY? If so, what  
functions to use exactly?

Any hints and suggestions are appreciated! Thanks a lots!

Bests!

Terry