Return the solution for each iteration using Dual Simplex (2022)
AnsweredHi,
I was wondering if there is any way to return the solution for each iteration using Dual Simplex for now (2022) via callback function?
Thanks!
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Hi,
No, unfortunately there is no way to access intermediate simplex solutions during a callback. In the SIMPLEX callback you can only retrieve current objective value, iteration, and infeasibilities.
As a workaround, you could set parameter IterationLimit=1, and iteratively call optimize() (that ends after a single simplex iteration) and retrieve the according solution.
Best regards,
Mario0
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